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Comments on the PLS kernel algorithm

✍ Scribed by Sijmen De Jong; Cajo J. F. Ter Braak

Publisher
John Wiley and Sons
Year
1994
Tongue
English
Weight
355 KB
Volume
8
Category
Article
ISSN
0886-9383

No coin nor oath required. For personal study only.

✦ Synopsis

Lindgren et al. ( J . Chemometrics, 7 , 45-59 (1993)) published a so-called kernel algorithm for PLS regression of Y against X when the number of objects is very large. The algorithm is based solely on deflation of the cross-product matrices XTX, YTY and XTY. The algorithm is now described in a shorter and more transparent way and compared with a similar algorithm for the singular value decomposition of XTY.

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