Partial Least Squares Regression with Binary Response
Partial Least Squares Regression with Binary Response
Fits Partial Least Squares Regression with Binary Response
PLSR1Bin(Y, X, S =2, InitTransform =5, grouping =NULL,tolerance =5e-06, maxiter =100, show =FALSE, penalization =0,cte =TRUE, Algorithm =1, OptimMethod ="CG")
Arguments
Y: The response
X: The matrix of independent variables
S: The Dimension of the solution
InitTransform: Initial transform for the X matrix
grouping: Factor for grouping the observations
tolerance: Tolerance for convergence of the algorithm
maxiter: Maximum Number of iterations
show: Show the steps of the algorithm
penalization: Penalization for the Ridge Logistic Regression
cte: Should a constant be included in the model?
Algorithm: Algorithm used in the calculations
OptimMethod: Optimization methods from optim
Details
The procedure uses the algorithm proposed by Bastien et al () to fit a Partial Lest Squares Regression when the response is Binary. The procedure will be later converted into a Biplot to visulize the results.