[R] PLS LDA

Liaw, Andy andy_liaw at merck.com
Wed Sep 10 21:50:42 CEST 2003


Do you mean the pls.pcr package by Prof. Wehrens?  This is what I do:

o  Code the two groups as 0s and 1s (numeric, not factor).

o  Run PLS as usual.  Cases with predicted values > 0.5 get 
   classified as 1s, otherwise as 0s.

o  Note that you need to modify the code inside the mvr() 
   function a bit if you want to use the built-in selection
   of number of LVs:  It selects the number that gives the
   best MSE, but what you really want is the number that
   gives the best error rate.  One trick is to discretize
   the predictions in {0, 1}, then the "MSE" will be error
   rate.

There are better ways to do this, but this works fairly well.

HTH,
Andy 

> -----Original Message-----
> From: Christoph Lehmann [mailto:christoph.lehmann at gmx.ch] 
> Sent: Wednesday, September 10, 2003 1:38 PM
> To: R-help at stat.math.ethz.ch
> Subject: [R] PLS LDA
> 
> 
> Dear R experts
> I saw and downloaded the fresh pls package for R. Is there 
> any way of using this pls package for PLS discriminant 
> analysis? If not, is there any other package available.
> 
> I need a way of classifying objects into e.g. two groups, 
> where nbr_observations << nbr_variables
> 
> many thanks for your kind help
> 
> Christoph
> -- 
> Christoph Lehmann <christoph.lehmann at gmx.ch>
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list 
> https://www.stat.math.ethz.ch/mailman/listinfo> /r-help
> 

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