Datahat

Purpose

Calculates the model estimate and residuals of the data.

Synopsis

xhat = datahat(model);

[xhat,resids] = datahat(model,data);

Description

Given a standard model structure model DATAHAT computes the model estimate of the data xhat. For example, if model is a PCA model of a matrix X_cal such that X_cal = TP^T + E, then X_hat = TP^T. (i.e. X_cal = TP^T + E = X_hat + E). If optional input data is supplied then DATAHAT computes the model estimate of data that is output in xhat. For the PCA model of matrix X_cal, and data is a data matrix X_new then X_hat = X_newPP^T = T_newP^T. The output resids is a matrix with the corresponding residuals E [E = X_new-X_newPP^T = X_new(I-PP^T)]. If data is X_cal then X_hat = TP^T and resids is E = X_cal(I-PP^T)]. Note that preprocessing in model will be performed before the residuals are calculated. If data is not provided, only xhat is available. Note that DATAHAT works with almost all standard model structures.

See Also

analysis, parafac