How can I test PCR model?

4 vues (au cours des 30 derniers jours)
Ezz El-din Abdullah
Ezz El-din Abdullah le 19 Juin 2018
I'm new to modeling principle component regression. I used MATLAB documentation to see an example on how to do it using the built-in functions. I just want to know how to test the model to try other examples than the training set.
This is the piece of code I want to investigate:
[PCALoadings,PCAScores,PCAVar] = princomp(X); %,'Economy',false);
betaPCR = regress(y-mean(y), PCAScores(:,1:2));
betaPCR = PCALoadings(:,1:2)*betaPCR;
betaPCR = [mean(y) - mean(X)*betaPCR; betaPCR];
yfitPCR = [ones(n,1) X]*betaPCR;
I think X should be the X that I want to test. The question is, what is 'y' here? This y I don't know, I actually want to predict it. Thanks!

Réponses (0)

Catégories

En savoir plus sur Dimensionality Reduction and Feature Extraction dans Help Center et File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by