R: Correct the initial SPLS coefficient estimates based on...

correct.spls {spls} | R Documentation

## Correct the initial SPLS coefficient estimates based on bootstrapped confidence intervals

### Description

Correct initial SPLS coefficient estimates of the selected predictors based on bootstrapped confidence intervals and draw heatmap of original and corrected coefficient estimates.

### Usage

    correct.spls( object, plot.it=TRUE )

### Arguments

`object` | An object obtained from the function `ci.spls`.
`plot.it` | Draw the heatmap of original coefficient estimates and corrected coefficient estimates?

### Details

The set of the selected variables is updated by setting the coefficients with zero-containing confidence intervals to zero.

### Value

Invisibly returns a matrix of corrected coefficient estimates.

### Author(s)

Dongjun Chung, Hyonho Chun, and Sunduz Keles.

### References

Chun H and Keles S (2010), "Sparse partial least squares for simultaneous dimension reduction and variable selection", Journal of the Royal Statistical Society - Series B, Vol. 72, pp. 3–25.

### See Also

`ci.spls`.

### Examples

    data(mice)
    # SPLS with eta=0.6 & 1 latent components
    f <- spls( mice$x, mice$y, K=1, eta=0.6 )
    # Calculate confidence intervals of coefficients
    ci.f <- ci.spls(f)
    # Corrected coefficient estimates
    cf <- correct.spls( ci.f )
    cf[20,1:5]

[Package spls version 2.2-2 Index]