| public static Center ( this matrix, bool inPlace = false ) : ].double[ | ||
| matrix | this | A matrix where each column represent a variable and each row represent a observation. |
| inPlace | bool | True to perform the operation in place, altering the original input matrix. |
| return | ].double[ | |
public void SimplsComputeTest()
{
double[,] inputs;
double[,] outputs;
var pls = CreateWineExample(out inputs, out outputs);
MultivariateLinearRegression regression = pls.CreateRegression();
// test factor proportions
double[] expectedX = { 0.86, 0.12, 0.00, 0.86 };
double[] actualX = pls.Predictors.FactorProportions;
Assert.IsTrue(expectedX.IsEqual(actualX, atol: 0.01));
double[] expectedY = { 0.67, 0.13, 0.17, 0.00 };
double[] actualY = pls.Dependents.FactorProportions;
Assert.IsTrue(expectedY.IsEqual(actualY, atol: 0.01));
// Test Properties
double[][] weights = pls.Weights;
double[,] actual = pls.Predictors.Result;
double[,] X0 = (double[, ])pls.Source.Clone(); Tools.Center(X0, inPlace: true);
double[,] Y0 = (double[, ])pls.Output.Clone(); Tools.Center(Y0, inPlace: true);
// XSCORES = X0*W
double[][] expected = X0.Dot(weights);
Assert.IsTrue(expected.IsEqual(actual, 0.01));
}
