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how to compute percent crossblock covariance
mvlombardo
Posted on 08/05/14 04:48:45
Number of posts: 10
mvlombardo posts:

Hi,

I'm doing an analysis calling the pls_analysis.m command and now that I have the result structure as output, I was hoping to find the percent crossblock covariance accounted for over the different LVs.  I can't seem to locate where that is specifically, so could anyone tell me where I might look for this, or if its not reported in the result structure, how might I compute this myself?

Thanks,

Mike

Replies:

Untitled Post
rmcintosh
Posted on 08/05/14 07:05:09
Number of posts: 394
rmcintosh replies:

quote:

Hi,

I'm doing an analysis calling the pls_analysis.m command and now that I have the result structure as output, I was hoping to find the percent crossblock covariance accounted for over the different LVs.  I can't seem to locate where that is specifically, so could anyone tell me where I might look for this, or if its not reported in the result structure, how might I compute this myself?

Thanks,

Mike

hmm - seems we forgot to include it.  Its a simple calculation though, its the ratio of the squared singular value over the sum of the squared singular value:

In pls_analysis:

result.s.^2/sum(result.s.^2)



Untitled Post
mvlombardo
Posted on 08/05/14 07:07:57
Number of posts: 10
mvlombardo replies:

quote:

hmm - seems we forgot to include it.  Its a simple calculation though, its the ratio of the squared singular value over the sum of the squared singular value:

In pls_analysis:

result.s.^2/sum(result.s.^2)

Hi Randy,

Great, thanks very much!  A very helpful line of code.

Mike




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