annie Zhang <annie.zhang2...@gmail.com> writes:
> ## the predicted scores from the model
> (pred <- predict(data.cpls,n.comp=1:2,newdata=x.new,type="score"))
> ## the predicted scores using x%*%projection
> cbind(x.new.centered%*%data.cpls$projection[,1],x.new.centered%*%data.cpls$projection[,2])
>
> Can someone please tell me why the two predicted scores don't match?
If you look at the code that does the prediction:
> pls:::predict.mvr
function (object, newdata, ncomp = 1:object$ncomp, comps, type = c("response",
"scores"), na.action = na.pass, ...)
{
[...]
TT <- (newX - rep(object$Xmeans, each = nobs)) %*%
object$projection[, comps]
you will see that it subtracts the _old X_ coloumn means from the new X
matrix, not the _new X_ coloumn means. So
sweep(x.new, 2, data.cpls$Xmeans, "-") %*% data.cpls$projection[,1:2]
will reproduce the values from predict().
--
Regards,
Bjørn-Helge Mevik
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