coefs.sgpls.CSim {bootPLS}

Bootstrap (Y,T) function for plsRglm A function passed to boot to perform bootstrap.

Description

Bootstrap (Y,T) function for plsRglm

A function passed to boot to perform bootstrap.

Usage

coefs.sgpls.CSim(
  dataRepYtt,
  ind,
  nt,
  modele,
  family = binomial,
  maxcoefvalues,
  ifbootfail
)

Arguments

dataRepYtt

Dataset with tt components to resample

ind

indices for resampling

nt

number of components to use

modele

type of modele to use, see plsRglm. Not used, please specify the family instead.

family

glm family to use, see plsRglm

maxcoefvalues

maximum values allowed for the estimates of the coefficients to discard those coming from singular bootstrap samples

ifbootfail

value to return if the estimation fails on a bootstrap sample

Value

Numeric vector of the components computed using a bootstrap resampling or ifbootfail value if the bootstrap computation fails.

Author(s)

Jérémy Magnanensi, Frédéric Bertrand
[e-mail]
https://fbertran.github.io/homepage/

References

A new bootstrap-based stopping criterion in PLS component construction, J. Magnanensi, M. Maumy-Bertrand, N. Meyer and F. Bertrand (2016), in The Multiple Facets of Partial Least Squares and Related Methods, doi: 10.1007/978-3-319-40643-5_18

A new universal resample-stable bootstrap-based stopping criterion for PLS component construction, J. Magnanensi, F. Bertrand, M. Maumy-Bertrand and N. Meyer, (2017), Statistics and Compututing, 27, 757–774. doi: 10.1007/s11222-016-9651-4

New developments in Sparse PLS regression, J. Magnanensi, M. Maumy-Bertrand, N. Meyer and F. Bertrand, (2021), Frontiers in Applied Mathematics and Statistics, accepted.

Examples

set.seed(4619)
xran=cbind(rbinom(30,1,.2),matrix(rnorm(150),30,5))
coefs.sgpls.CSim(xran, ind=sample(1:nrow(xran)), 
maxcoefvalues=1e5, ifbootfail=rep(NA,3))