Pcrengine

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Purpose

Principal components regression computational engine.

Synopsis

[reg,ssq,loads,scores,pcassq] = pcrengine(x,y,ncomp,options)

Description

PCRENGINE calculates the basic elements of a PCR model (see PCR), given a matching set of x-block and y-block data belonging to the same set of samples.

Inputs

  • x = the x-block data, and
  • y = the corresponding y-block data.

Optional Inputs

  • ncomp = the number of components to to be calculated (positive integer scalar). If the number of components is not specified, the routine will return components up to the rank of the x-block.
  • options, which is discussed below.

Outputs

  • reg = the matrix of regression vectors
  • ssq = the sum of squares captured ssq
  • loads = x-block loadings
  • scores = x-block scores
  • pcassq = the PCA sum-of-squares table

Options

options = a structure array with the following fields:

  • display: [ 'off' | {'on'} ], governs level of display to command window,
  • sortorder: [ {'x'} | 'y' ], governs order of factors in outputs. 'x' is standard PCR sort order (ordered in terms of X block variance captured). 'y' is Correlation PCR sort order (ordered in terms of Y block variance captured).

The default options can be retreived using: options = pcrengine('options');.

See Also

analysis, pcr, pls