gpls {gpls}R Documentation

A function to fit Generalized partial least squares models.

Description

Partial least squares is a commonly used dimension reduction technique. The paradigm can be extended to include generalized linear models in several different ways. The code in this function uses the extension proposed by Ding and Gentleman, 2004.

Usage

gpls(x, ...)

## Default S3 method:
gpls(x, y, K.prov=NULL, eps=1e-3, lmax=100, b.ini=NULL,
    denom.eps=1e-20, family="binomial", link=NULL, br=TRUE, ...)

## S3 method for class 'formula':
gpls(formula, data, contrasts=NULL, K.prov=NULL,
eps=1e-3, lmax=100, b.ini=NULL, denom.eps=1e-20, family="binomial",
link=NULL, br=TRUE, ...)

Arguments

x The matrix of covariates.
formula A formula of the form 'y ~ x1 + x2 + ...', where y is the response and the other terms are covariates.
y The vector of responses
data A data.frame to resolve the forumla, if used
K.prov number of PLS components, default is the rank of X
eps tolerance for convergence
lmax maximum number of iteration allowed
b.ini initial value of regression coefficients
denom.eps small quanitity to guarantee nonzero denominator in deciding convergence
family glm family, binomial is the only relevant one here
link link function, logit is the only one practically implemented now
br TRUE if Firth's bias reduction procedure is used
... Additional arguements.
contrasts an optional list. See the contrasts.arg of model.matrix.default.

Details

This is a different interface to the functionality provided by glpls1a. The interface is intended to be simpler to use and more consistent with other matchine learning code in R.

The technology is intended to deal with two class problems where there are more predictors than cases. If a response variable (y) is used that has more than two levels the behavior may be unusual.

Value

An object of class gpls with the following components:

coefficients The estimated coefficients.
convergence A boolean indicating whether convergence was achieved.
niter The total number of iterations.
bias.reduction A boolean indicating whether Firth's procedure was used.
family The family argument that was passed in.
link The link argument that was passed in.
call The call
levs The factor levels for prediction.

Author(s)

B. Ding and R. Gentleman

References

Ding, B.Y. and Gentleman, R. (2003)
Classification using generalized partial least squares.
Marx, B.D (1996)
Iteratively reweighted partial least squares estimation for generalized linear regression. Technometrics 38(4): 374-381.

See Also

glpls1a

Examples

library(MASS)
m1 = gpls(type~., data=Pima.tr, K=3)


[Package gpls version 1.0.6 Index]