PLS_Toolbox Documentation: lsq2topb< lsq2top lwrpred >

lsq2topb

Purpose

Fits a polynomial to the top/(bottom) of data.

Synopsis

 

[yi,resnorm,residual,options] = lsq2topb(x,y,order,res,options)

Description

For order=1 and fitting to top of data cloud, LSQ2TOPB finds (yi) that minimizes   sum( (W*( y - yi )).^2 ) where W is a diagonal weighting matrix given by:

 

>> tsq = residual/res; % (res) is an input

>> tsqst = ttestp(1-options.tsqlim,5000,2); % T-test limit from table

>> ii = find(tsq<-tsqst); % finds residuals below the line

>> w(ii) = 1./(0.5+tsq(ii)/tsqst); %de-weights pts significantly below line

i.e. w(ii) is smaller for residuals far below/(above) the fit line.

INPUTS:

                         x =   independent variable Mx1 vector.

                         y =   dependent variable, Mx1 vector.

                 order =   order of polynomial [scalar] for polynomial function of input (x). If (order) is empty, (options.p) must contain a MxK matrix of basis vectors to fit in lieu of polynomials of (x).

                      res =   approximate fit residual [scalar].

OPTIONAL INPUTS:

                       k  =   number of components {default = rank of X-block}, and

OUTPUTS:

                       yi =   the fit to input (y).

             resnorm =   squared 2-norm of the residual.

           residual =   y - yi.

Options

        options  = structure array with the following fields :

              p:   [ ] If (options.p) is empty, input (order) must be >0. Otherwise, options.p is a MxK matrix of basis vectors.

                 smooth:   [ ] if >0 this adds smoothing by adding a penalty to the magnitude of the 2nd derivative. (empty or <=0 means no smooth).

        display:   [ 'off' | {'on'} ] governs level of display to command window.

        trbflag:   [{'top'} | 'bottom' | 'middle'] flag that tells algorithm to fit (yi) to the top, bottom, or middle of the data cloud.

         tsqlim:   [0.99] limit that govers whether a data point is outside the fit residual defined by input (res).

       stopcrit:   [1e-4 1e-4 1000 360] stopping criteria, iteration is continued until one of the stopping criterion is met [(rel tol) (abs tol) (max # iterations) (max time [seconds])].

         initwt:   [ ] empty or Mx1 vector of initial weights (0<=w<=1).

See Also

baseline, baselinew, fastnnls


< lsq2top lwrpred >