2 mar. 2014

NIPALS: Reconstruction of a Validation Set

In this post I calculate the scores of a validation set using the NIPALS loadings (Matrix P) calculated in the post: Using R: NIPALS Spectra Reconstruction
+ ylab="log 1/R")
Calculation of the scores is just a matrix multiplication of the centered validation matrix, by the P loadings matrix.
Tval_nipals<-Xval_orig %*% P_nipals
We have seen the loadings in the post: NIPALS: Correlation of the Scores with the Constituents
Now we can reconstruct the Xval with:
 + ylab="log 1/R")

Diference is the not explained variance, ramdon noise,....
+ ylab="log 1/R")

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