dvvtz {plsdof} | R Documentation |
First derivative of the projection operator
Description
This function computes the first derivative of the projection operator
P_V z= V V^\top z
Usage
dvvtz(v, z, dv, dz)
Arguments
v |
orthonormal basis of the space on which |
z |
vector that is projected onto the columns of |
dv |
first derivative of the the columns of |
dz |
first derivative of |
Details
For the computation of the first derivative, we assume that the columns of
v
are normalized and mutually orthogonal. (Note that the function
will not return an error message if these assumptionsa are not fulfilled. If
we denote the columns of v
by v_1,\ldots,v_l
, the first
derivative of the projection operator is
\frac{\partial P}{\partial
y}=\sum_{j=1} ^ l \left[ \left(v_j z^ \top + v_j^ \top z I_n
\right)\frac{\partial v_j}{\partial y} + v_j v_j ^ \top \frac{\partial
z}{\partial y}\right]
Here, n denotes the length of the vectors v_j
.
Value
The first derivative of the projection operator with respect to y.
This is a matrix of dimension nrow(v)
xlength(y)
.
Note
This is an internal function.
Author(s)
Nicole Kraemer, Mikio L. Braun
References
Kraemer, N., Sugiyama M. (2011). "The Degrees of Freedom of Partial Least Squares Regression". Journal of the American Statistical Association. 106 (494) https://www.tandfonline.com/doi/abs/10.1198/jasa.2011.tm10107
Kraemer, N., Braun, M.L. (2007) "Kernelizing PLS, Degrees of Freedom, and Efficient Model Selection", Proceedings of the 24th International Conference on Machine Learning, Omni Press, 441 - 448