基于NIPALS算法的偏线性最小二乘(PLS)Matlab程序
基于NIPALS算法的偏线性最小二乘(PLS)Matlab程序Principal Component Analysis and Partial Least Squares
Principal Component Analysis and Partial Least SquaresPrincipal Component Analysis (PCA) and Partial Least Squares (PLS) are widely used tools. This code is to show their relationship through the Nonlinear Iterative PArtial Least Squares (NIPALS) algorithm.
Contents
The Eigenvalue and Power Method
The NIPALS Algorithm for PCA
The NIPALS Algorithm for PLS
Example: Discriminant PLS using the NIPALS Algorithm
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