Multivariate regression via principal component analysis (PCA) or partial least squares (PLS). — mvr • PhiSpace

Simplified version of pls::mvr, using computationally faster versions of PCA and PLS.

mvr(
  X,
  Y,
  ncomp,
  method = c("PCA", "PLS"),
  center = TRUE,
  sparse = FALSE,
  scale = FALSE,
  DRinfo = FALSE
)

Arguments

X: Matrix.
Y: Matrix.
ncomp: Integer.
method: Character.
center: Logic.
sparse: Convert X to sparse matrix or not.
scale: Logic.
DRinfo: Logic. Whether to return dimension reduction information from PCA or PLS. Disable to save memory.

Value

A list containing

coefficients: Regression coefficient matrices.
Xmeans
Ymeans
ncomp
method