Ils esterror

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Purpose

Estimation error for ILS models.

Synopsis

[este,info] = ils_esterror(model); %calibration estimation error
[este,info] = ils_esterror(model,pred); %prediction estimation error

Inputs

  • model = a standard model structure (e.g. PLS, PCR, MLR).

Optional Inputs

  • pred = a standard model prediction or validation structure [e.g. outputs (pred) or (valid) from PLS, PCR, or MLR].

Outputs

  • este = estimation error for y. If (pred) was supplied, the estimation error for the prediction or validation is returned. Otherwise, the estimation error for the calibration samples is returned.
  • info = string describing how the estimation was calculated (using RMSEC or RMSECV).

Algorithm

The estimate uses Eqn 9 of Faber, N.M. and Bro, R., Chemomem. and Intell. Syst., 61, 133-149 (2002). If available, MSECV is used instead of MSE [see output (info)]. Note from the ref.: "Faber [N.M. Faber, Chemom. Intell. Lab. Syst. 52 (2000) 123] has found the performance of Eq. (8) [which is used to derive Eqn 9] to rely heavily on the ability to correctly estimate the optimum model dimensionality."

Note that the estimate can be <0, in those cases it is set ==0.

See Also

analysis, mlr, pcr, pls