glpls1a {gpls}R Documentation

Fit IRWPLS and IRWPLSF model

Description

Fit Iteratively ReWeighted Least Squares (IRWPLS) with an option of Firth's bias reduction procedure (IRWPLSF) for two-group classification

Usage

glpls1a(X, y, K.prov = NULL, eps = 0.001, lmax = 100, b.ini = NULL, 
      denom.eps = 1e-20, family = "binomial", link = NULL, br = TRUE)

Arguments

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

Value

coefficients regression coefficients
convergence whether convergence is achieved
niter total number of iterations
bias.reduction whether Firth's procedure is used

Author(s)

Beiying Ding, Robert Gentleman

References

See Also

glpls1a.mlogit, glpls1a.logit.all, glpls1a.train.test.error, glpls1a.cv.error, glpls1a.mlogit.cv.error

Examples

 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)

[Package gpls version 1.16.0 Index]