Back to PLS Helppercentage of cross-block covariance computation
Posted on 11/30/11 08:22:46
Number of posts: 6
Hello,
I'm trying to compute the cross-block covariance by my self to better understand the math beyond PLS.
I run a mean-centering PLS on my data. According Caplan et al. (2008) the percentage of cross-block covariance is "the singular value divided by the sum over all singular values".
However if I do this computation by myself the results are quite different.
After loading the PLS results by matlab prompt
I tried to compute cross-block covariance as
s/sum(s)
my results however are quite different from the percentage of cross-block covariance reported in Design scores plot.
Am I missing something?
Thanks!!
Giorgio
Replies:
Untitled Post
I'm Online
Posted on 11/30/11 08:36:40
Number of posts: 291
s.^2 / sum( s.^2 )
Untitled Post
Posted on 11/30/11 08:45:50
Number of posts: 6
Perfect,
Thanks!
Thanks!
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