glpls1a {gpls} | R Documentation |
Fit Iteratively ReWeighted Least Squares (IRWPLS) with an option of Firth's bias reduction procedure (IRWPLSF) for two-group classification
glpls1a(X, y, K.prov = NULL, eps = 0.001, lmax = 100, b.ini = NULL, denom.eps = 1e-20, family = "binomial", link = NULL, br = T)
X |
n by p design matrix (with no intercept term) |
y |
response vector 0 or 1 |
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 |
coefficients |
regression coefficients |
convergence |
whether convergence is achieved |
niter |
total number of iterations |
bias.reduction |
whether Firth's procedure is used |
Beiying Ding, Robert Gentleman
glpls1a.mlogit
, glpls1a.logit.all
,
glpls1a.train.test.error
,
glpls1a.cv.error
, glpls1a.mlogit.cv.error
x <- matrix(rnorm(20),ncol=2) y <- sample(0:1,10,TRUE) ## no bias reduction glpls1a(x,y,br=FALSE) ## no bias reduction and 1 PLS component glpls1a(x,y,K.prov=1,br=FALSE) ## bias reduction glpls1a(x,y,br=TRUE)