Select components from cross-validation results
Usage
pls_cv_select(cv_result, metric = c("rmse", "mae", "r2"), minimise = NULL)Arguments
- cv_result
Result returned by
pls_cross_validate().- metric
Metric to optimise.
- minimise
Logical; whether the metric should be minimised.
Examples
set.seed(123)
X <- matrix(rnorm(60), nrow = 20)
y <- X[, 1] - 0.5 * X[, 2] + rnorm(20, sd = 0.1)
cv <- pls_cross_validate(X, y, ncomp = 2, folds = 3)
pls_cv_select(cv, metric = "rmse")
#> [1] 2