[R] cross-validation in plsr package

Bjørn-Helge Mevik b.h.mevik at usit.uio.no
Mon Feb 22 09:08:40 CET 2010


Peter Tillmann <peter.tillmann at t-online.de> writes:

> can anyone give an example how to use cross-validation in the plsr package.

There are examples in the references cited on
http://mevik.net/work/software/pls.html

> I miss to find the number of factors proposed by cross-validation as
> optimum.

The cross-validation in the pls package does not propose a number of
factors as optimum, you have to select this yourself.  (The reason for
this is that there is AFAIK no theoretically founded and widely accepted
way of doing this automatically.  I'd be happy to learn otherwise.)

-- 
Regards,
Bjørn-Helge Mevik



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