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Hassan Khorami


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01 Oct 2012 Partial Least-Squares and Discriminant Analysis A tutorial and tool using PLS for discriminant analysis. Author: Yi Cao

excellent code,
On NIPALS for PCA, what’s the basis for tol2=(1-0.95)*5*(10-1)? If I had a matrix of (20,100) would tol2 be calculated as =(1-0.95)*100*(20-1)?
Can we use RSq instead of tol2? With the following calculation?
VarE = var(X,0,2);
VarX = var((T*P'+X),0,2);
RSq(r)= 1-((VarE)'/(VarX)');
if RSq(r)<0.95

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