coef.mvr {pls} | R Documentation

## Extract Information From a Fitted PLSR or PCR Model

### Description

Functions to extract information from `mvr` objects: Regression coefficients, fitted values, residuals, the model frame, the model matrix, names of the variables and components, and the X variance explained by the components.

### Usage

    ## S3 method for class 'mvr'
    coef(object, ncomp = object$ncomp, comps, intercept = FALSE, ...)
    ## S3 method for class 'mvr'
    fitted(object, ...)
    ## S3 method for class 'mvr'
    residuals(object, ...)
    ## S3 method for class 'mvr'
    model.matrix(object, ...)
    ## S3 method for class 'mvr'
    model.frame(formula, ...)
    prednames(object, intercept = FALSE)
    respnames(object)
    compnames(object, comps, explvar = FALSE, ...)
    explvar(object)

### Arguments

`object, formula` | an `mvr` object. The fitted model.
`ncomp, comps` | vector of positive integers. The components to include in the coefficients or to extract the names of. See below.
`intercept` | logical. Whether coefficients for the intercept should be included. Ignored if `comps` is specified. Defaults to `FALSE`.
`explvar` | logical. Whether the explained X variance should be appended to the component names.
`...` | other arguments sent to underlying functions. Currently only used for `model.frame.mvr` and `model.matrix.mvr`.

### Details

These functions are mostly used inside other functions. (Functions `coef.mvr`, `fitted.mvr` and `residuals.mvr` are usually called through their generic functions `coef`, `fitted` and `residuals`, respectively.)

`coef.mvr` is used to extract the regression coefficients of a model, i.e. the B in y = XB (for the Q in y = TQ where T is the scores, see `Yloadings`). An array of dimension `c(nxvar, nyvar, length(ncomp))` or `c(nxvar, nyvar, length(comps))` is returned.

If `comps` is missing (or is `NULL`), `coef()[,,ncomp[i]]` are the coefficients for models with `ncomp[i]` components, for i = 1, …, length(ncomp). Also, if `intercept = TRUE`, the first dimension is nxvar + 1, with the intercept coefficients as the first row.

If `comps` is given, however, `coef()[,,comps[i]]` are the coefficients for a model with only the component `comps[i]`, i.e. the contribution of the component `comps[i]` on the regression coefficients.

`fitted.mvr` and `residuals.mvr` return the fitted values and residuals, respectively. If the model was fitted with `na.action = na.exclude` (or after setting the default `na.action` to `"na.exclude"` with `options`), the fitted values (or residuals) corresponding to excluded observations are returned as `NA`; otherwise, they are omitted.

`model.frame.mvr` returns the model frame; i.e. a data frame with all variables neccessary to generate the model matrix. See `model.frame` for details.

`model.matrix.mvr` returns the (possibly coded) matrix used as X in the fitting. See `model.matrix` for details.

`prednames`, `respnames` and `compnames` extract the names of the X variables, responses and components, respectively. With `intercept = TRUE` in `prednames`, the name of the intercept variable (i.e. `"(Intercept)"`) is returned as well. `compnames` can also extract component names from score and loading matrices. If `explvar = TRUE` in `compnames`, the explained variance for each component (if available) is appended to the component names. For optimal formatting of the explained variances when not all components are to be used, one should specify the desired components with the argument `comps`.

`explvar` extracts the amount of X variance (in per cent) explained by each component in the model. It can also handle score and loading matrices returned by `scores` and `loadings`.

### Value

`coef.mvr` returns an array of regression coefficients.

`fitted.mvr` returns an array with fitted values.

`residuals.mvr` returns an array with residuals.

`model.frame.mvr` returns a data frame.

`model.matrix.mvr` returns the X matrix.

`prednames`, `respnames` and `compnames` return a character vector with the corresponding names.

`explvar` returns a numeric vector with the explained variances, or `NULL` if not available.

### Author(s)

Ron Wehrens and Bjørn-Helge Mevik

### See Also

`mvr`, `coef`, `fitted`, `residuals`, `model.frame`, `model.matrix`, `na.omit`

### Examples

    data(yarn)
    mod <- pcr(density ~ NIR, data = yarn[yarn$train,], ncomp = 5)
    B <- coef(mod, ncomp = 3, intercept = TRUE)
    ## A manual predict method:
    stopifnot(drop(B[1,,] + yarn$NIR[!yarn$train,] %*% B[-1,,]) ==
              drop(predict(mod, ncomp = 3, newdata = yarn[!yarn$train,])))

    ## Note the difference in formatting:
    mod2 <- pcr(density ~ NIR, data = yarn[yarn$train,])
    compnames(mod2, explvar = TRUE)[1:3]
    compnames(mod2, comps = 1:3, explvar = TRUE)

[Package pls version 2.7-1 Index]