Compute information criteria for component selection
Usage
pls_information_criteria(object, X, Y, max_comp = NULL)
Arguments
- object
A fitted PLS model.
- X
Training design matrix.
- Y
Training response matrix or vector.
- max_comp
Maximum number of components to consider.
Value
A data frame with RSS, RMSE, AIC and BIC per component.
Examples
set.seed(123)
X <- matrix(rnorm(60), nrow = 20)
y <- X[, 1] - 0.5 * X[, 2] + rnorm(20, sd = 0.1)
fit <- pls_fit(X, y, ncomp = 2, scores = "r")
pls_information_criteria(fit, X, y)
#> ncomp rss rmse aic bic
#> 1 1 1.1527765 0.2400809 -53.07118 -51.07971
#> 2 2 0.7192385 0.1896363 -60.50589 -57.51869