DESCRIPTION
The terms FUNCTIONS and METHODS are arbitrarily used to refer to methods that are threadable and methods that are NOT threadable, respectively. FUNCTIONS except ols_t support bad value. PDL::Slatec strongly recommended for most METHODS, and it is required for logistic.P-values, where appropriate, are provided if PDL::GSL::CDF is installed.
SYNOPSIS
use PDL::LiteF;
use PDL::NiceSlice;
use PDL::Stats::GLM;
# do a multiple linear regression and plot the residuals
my $y = pdl( 8, 7, 7, 0, 2, 5, 0 );
my $x = pdl( [ 0, 1, 2, 3, 4, 5, 6 ], # linear component
[ 0, 1, 4, 9, 16, 25, 36 ] ); # quadratic component
my %m = $y->ols( $x, {plot=>1} );
print "$_\t$m{$_}\n" for (sort keys %m);
FUNCTIONS
fill_m
Signature: (a(n); float+ [o]b(n))
Replaces bad values with sample mean. Mean is set to 0 if all obs are bad. Can be done inplace.
perldl> p $data [ [ 5 BAD 2 BAD] [ 7 3 7 BAD] ] perldl> p $data->fill_m [ [ 5 3.5 2 3.5] [ 7 3 7 5.66667] ]
The output pdl badflag is cleared.
fill_rand
Signature: (a(n); [o]b(n))
Replaces bad values with random sample (with replacement) of good observations from the same variable. Can be done inplace.
perldl> p $data [ [ 5 BAD 2 BAD] [ 7 3 7 BAD] ] perldl> p $data->fill_rand [ [5 2 2 5] [7 3 7 7] ]
The output pdl badflag is cleared.
dev_m
Signature: (a(n); float+ [o]b(n))
Replaces values with deviations from the mean. Can be done inplace.
dev_m processes bad values. It will set the bad-value flag of all output piddles if the flag is set for any of the input piddles.
stddz
Signature: (a(n); float+ [o]b(n))
Standardize ie replace values with z_scores based on sample standard deviation from the mean (replace with 0s if stdv==0). Can be done inplace.
stddz processes bad values. It will set the bad-value flag of all output piddles if the flag is set for any of the input piddles.
sse
Signature: (a(n); b(n); float+ [o]c())
Sum of squared errors between actual and predicted values.
sse processes bad values. It will set the bad-value flag of all output piddles if the flag is set for any of the input piddles.
mse
Signature: (a(n); b(n); float+ [o]c())
Mean of squared errors between actual and predicted values, ie variance around predicted value.
mse processes bad values. It will set the bad-value flag of all output piddles if the flag is set for any of the input piddles.
rmse
Signature: (a(n); b(n); float+ [o]c())
Root mean squared error, ie stdv around predicted value.
rmse processes bad values. It will set the bad-value flag of all output piddles if the flag is set for any of the input piddles.
pred_logistic
Signature: (a(n,m); b(m); float+ [o]c(n))
Calculates predicted prob value for logistic regression.
# glue constant then apply coeff returned by the logistic method $pred = $x->glue(1,ones($x->dim(0)))->pred_logistic( $m{b} );
pred_logistic processes bad values. It will set the bad-value flag of all output piddles if the flag is set for any of the input piddles.
d0
Signature: (a(n); float+ [o]c())
my $d0 = $y->d0();
Null deviance for logistic regression.
d0 processes bad values. It will set the bad-value flag of all output piddles if the flag is set for any of the input piddles.
dm
Signature: (a(n); b(n); float+ [o]c())
my $dm = $y->dm( $y_pred ); # null deviance my $d0 = $y->dm( ones($y->nelem) * $y->avg );
Model deviance for logistic regression.
dm processes bad values. It will set the bad-value flag of all output piddles if the flag is set for any of the input piddles.
dvrs
Signature: (a(); b(); float+ [o]c())
Deviance residual for logistic regression.
dvrs processes bad values. It will set the bad-value flag of all output piddles if the flag is set for any of the input piddles.
ols_t
Threaded version of ordinary least squares regression (ols). The price of threading was losing significance tests for coefficients (but see r2_change). The fitting function was shamelessly copied then modified from PDL::Fit::Linfit. Uses PDL::Slatec when possible but otherwise uses PDL::MatrixOps. Intercept is LAST of coeff if CONST => 1.ols_t does not handle bad values. consider fill_m or fill_rand if there are bad values.
Default options (case insensitive):
CONST => 1,
Usage:
# DV, 2 person's ratings for top-10 box office movies # ascending sorted by box office numbers perldl> p $y = qsort ceil( random(10, 2)*5 ) [ [1 1 2 4 4 4 4 5 5 5] [1 2 2 2 3 3 3 3 5 5] ] # model with 2 IVs, a linear and a quadratic trend component perldl> $x = cat sequence(10), sequence(10)**2 # suppose our novice modeler thinks this creates 3 different models # for predicting movie ratings perldl> p $x = cat $x, $x * 2, $x * 3 [ [ [ 0 1 2 3 4 5 6 7 8 9] [ 0 1 4 9 16 25 36 49 64 81] ] [ [ 0 2 4 6 8 10 12 14 16 18] [ 0 2 8 18 32 50 72 98 128 162] ] [ [ 0 3 6 9 12 15 18 21 24 27] [ 0 3 12 27 48 75 108 147 192 243] ] ] perldl> p $x->info PDL: Double D [10,2,3] # insert a dummy dim between IV and the dim (model) to be threaded perldl> %m = $y->ols_t( $x->dummy(2) ) perldl> p "$_\t$m{$_}\n" for (sort keys %m) # 2 persons' ratings, eached fitted with 3 "different" models F [ [ 38.314159 25.087209] [ 38.314159 25.087209] [ 38.314159 25.087209] ] # df is the same across dv and iv models F_df [2 7] F_p [ [0.00016967051 0.00064215074] [0.00016967051 0.00064215074] [0.00016967051 0.00064215074] ] R2 [ [ 0.9162963 0.87756762] [ 0.9162963 0.87756762] [ 0.9162963 0.87756762] ] b [ # linear quadratic constant [ [ 0.99015152 -0.056818182 0.66363636] # person 1 [ 0.18939394 0.022727273 1.4] # person 2 ] [ [ 0.49507576 -0.028409091 0.66363636] [ 0.09469697 0.011363636 1.4] ] [ [ 0.33005051 -0.018939394 0.66363636] [ 0.063131313 0.0075757576 1.4] ] ] # our novice modeler realizes at this point that # the 3 models only differ in the scaling of the IV coefficients ss_model [ [ 20.616667 13.075758] [ 20.616667 13.075758] [ 20.616667 13.075758] ] ss_residual [ [ 1.8833333 1.8242424] [ 1.8833333 1.8242424] [ 1.8833333 1.8242424] ] ss_total [22.5 14.9] y_pred [ [ [0.66363636 1.5969697 2.4166667 3.1227273 ... 4.9727273] ...
r2_change
Significance test for the incremental change in R2 when new variable(s) are added to an ols regression model. Returns the change stats as well as stats for both models. Based on ols_t. (One way to make up for the lack of significance tests for coeffs in ols_t).Default options (case insensitive):
CONST => 1,
Usage:
# suppose these are two persons' ratings for top 10 box office movies # ascending sorted by box office perldl> p $y = qsort ceil(random(10, 2) * 5) [ [1 1 2 2 2 3 4 4 4 4] [1 2 2 3 3 3 4 4 5 5] ] # first IV is a simple linear trend perldl> p $x1 = sequence 10 [0 1 2 3 4 5 6 7 8 9] # the modeler wonders if adding a quadratic trend improves the fit perldl> p $x2 = sequence(10) ** 2 [0 1 4 9 16 25 36 49 64 81] # two difference models are given in two pdls # each as would be pass on to ols_t # the 1st model includes only linear trend # the 2nd model includes linear and quadratic trends # when necessary use dummy dim so both models have the same ndims perldl> %c = $y->r2_change( $x1->dummy(1), cat($x1, $x2) ) perldl> p "$_\t$c{$_}\n" for (sort keys %c) # person 1 person 2 F_change [0.72164948 0.071283096] # df same for both persons F_df [1 7] F_p [0.42370145 0.79717232] R2_change [0.0085966043 0.00048562549] model0 HASH(0x8c10828) model1 HASH(0x8c135c8) # the answer here is no.
METHODS
anova
Analysis of variance. Uses type III sum of squares for unbalanced data.Dependent variable should be a 1D pdl. Independent variables can be passed as 1D perl array ref or 1D pdl.
Supports bad value (by ignoring missing or BAD values in dependent and independent variables list-wise).
Default options (case insensitive):
V => 1, # carps if bad value in variables IVNM => [], # auto filled as ['IV_0', 'IV_1', ... ] PLOT => 1, # plots highest order effect # can set plot_means options here
Usage:
# suppose this is ratings for 12 apples perldl> p $y = qsort ceil( random(12)*5 ) [1 1 2 2 2 3 3 4 4 4 5 5] # IV for types of apple perldl> p $a = sequence(12) % 3 + 1 [1 2 3 1 2 3 1 2 3 1 2 3] # IV for whether we baked the apple perldl> @b = qw( y y y y y y n n n n n n ) perldl> %m = $y->anova( $a, \@b, { IVNM=>['apple', 'bake'] } ) perldl> p "$_\t$m{$_}\n" for (sort keys %m) # apple # m [ [2.5 3 3.5] ] # apple # se [ [0.64549722 0.91287093 0.64549722] ] # apple ~ bake # m [ [1.5 1.5 2.5] [3.5 4.5 4.5] ] # apple ~ bake # se [ [0.5 0.5 0.5] [0.5 0.5 0.5] ] # bake # m [ [ 1.8333333 4.1666667] ] # bake # se [ [0.30731815 0.30731815] ] F 7.6 F_df [5 6] F_p 0.0141586545851857 ms_model 3.8 ms_residual 0.5 ss_model 19 ss_residual 3 ss_total 22 | apple | F 2 | apple | F_df [2 6] | apple | F_p 0.216 | apple | ms 1 | apple | ss 2 | apple ~ bake | F 0.666666666666667 | apple ~ bake | F_df [2 6] | apple ~ bake | F_p 0.54770848985725 | apple ~ bake | ms 0.333333333333334 | apple ~ bake | ss 0.666666666666667 | bake | F 32.6666666666667 | bake | F_df [1 6] | bake | F_p 0.00124263849516693 | bake | ms 16.3333333333333 | bake | ss 16.3333333333333
anova_rptd
Repeated measures and mixed model anova. Uses type III sum of squares. The standard error (se) for the means are based on the relevant mean squared error from the anova, ie it is pooled across levels of the effect.anova_rptd supports bad value in the dependent and independent variables. It automatically removes bad data listwise, ie remove a subject's data if there is any cell missing for the subject.
Default options (case insensitive):
V => 1, # carps if bad value in dv IVNM => [], # auto filled as ['IV_0', 'IV_1', ... ] BTWN => [], # indices of between-subject IVs (matches IVNM indices) PLOT => 1, # plots highest order effect # see plot_means() for more options
Usage:
Some fictional data: recall_w_beer_and_wings.txt Subject Beer Wings Recall Alex 1 1 8 Alex 1 2 9 Alex 1 3 12 Alex 2 1 7 Alex 2 2 9 Alex 2 3 12 Brian 1 1 12 Brian 1 2 13 Brian 1 3 14 Brian 2 1 9 Brian 2 2 8 Brian 2 3 14 ... # rtable allows text only in 1st row and col my ($data, $idv, $subj) = rtable 'recall_w_beer_and_wings.txt'; my ($b, $w, $dv) = $data->dog; # subj and IVs can be 1d pdl or @ ref # subj must be the first argument my %m = $dv->anova_rptd( $subj, $b, $w, {ivnm=>['Beer', 'Wings']} ); print "$_\t$m{$_}\n" for (sort keys %m); # Beer # m [ [ 10.916667 8.9166667] ] # Beer # se [ [ 0.4614791 0.4614791] ] # Beer ~ Wings # m [ [ 10 7] [ 10.5 9.25] [12.25 10.5] ] # Beer ~ Wings # se [ [0.89170561 0.89170561] [0.89170561 0.89170561] [0.89170561 0.89170561] ] # Wings # m [ [ 8.5 9.875 11.375] ] # Wings # se [ [0.67571978 0.67571978 0.67571978] ] ss_residual 19.0833333333333 ss_subject 24.8333333333333 ss_total 133.833333333333 | Beer | F 9.39130434782609 | Beer | F_p 0.0547977008378944 | Beer | df 1 | Beer | ms 24 | Beer | ss 24 | Beer || err df 3 | Beer || err ms 2.55555555555556 | Beer || err ss 7.66666666666667 | Beer ~ Wings | F 0.510917030567687 | Beer ~ Wings | F_p 0.623881438624431 | Beer ~ Wings | df 2 | Beer ~ Wings | ms 1.625 | Beer ~ Wings | ss 3.25000000000001 | Beer ~ Wings || err df 6 | Beer ~ Wings || err ms 3.18055555555555 | Beer ~ Wings || err ss 19.0833333333333 | Wings | F 4.52851711026616 | Wings | F_p 0.0632754786153548 | Wings | df 2 | Wings | ms 16.5416666666667 | Wings | ss 33.0833333333333 | Wings || err df 6 | Wings || err ms 3.65277777777778 | Wings || err ss 21.9166666666667
For mixed model anova, ie when there are between-subject IVs involved, feed the IVs as above, but specify in BTWN which IVs are between-subject. For example, if we had added age as a between-subject IV in the above example, we would do
my %m = $dv->anova_rptd( $subj, $age, $b, $w, { ivnm=>['Age', 'Beer', 'Wings'], btwn=>[0] });
dummy_code
Dummy coding of nominal variable (perl @ ref or 1d pdl) for use in regression.Supports BAD value (missing or 'BAD' values result in the corresponding pdl elements being marked as BAD).
perldl> @a = qw(a a a b b b c c c) perldl> p $a = dummy_code(\@a) [ [1 1 1 0 0 0 0 0 0] [0 0 0 1 1 1 0 0 0] ]
effect_code
Unweighted effect coding of nominal variable (perl @ ref or 1d pdl) for use in regression. returns in @ context coded pdl and % ref to level - pdl->dim(1) index.Supports BAD value (missing or 'BAD' values result in the corresponding pdl elements being marked as BAD).
my @var = qw( a a a b b b c c c ); my ($var_e, $map) = effect_code( \@var ); print $var_e . $var_e->info . "\n"; [ [ 1 1 1 0 0 0 -1 -1 -1] [ 0 0 0 1 1 1 -1 -1 -1] ] PDL: Double D [9,2] print "$_\t$map->{$_}\n" for (sort keys %$map) a 0 b 1 c 2
effect_code_w
Weighted effect code for nominal variable. returns in @ context coded pdl and % ref to level - pdl->dim(1) index.Supports BAD value (missing or 'BAD' values result in the corresponding pdl elements being marked as BAD).
perldl> @a = qw( a a b b b c c ) perldl> p $a = effect_code_w(\@a) [ [ 1 1 0 0 0 -1 -1] [ 0 0 1 1 1 -1.5 -1.5] ]
interaction_code
Returns the coded interaction term for effect-coded variables.Supports BAD value (missing or 'BAD' values result in the corresponding pdl elements being marked as BAD).
perldl> $a = sequence(6) > 2 perldl> p $a = $a->effect_code [ [ 1 1 1 -1 -1 -1] ] perldl> $b = pdl( qw( 0 1 2 0 1 2 ) ) perldl> p $b = $b->effect_code [ [ 1 0 -1 1 0 -1] [ 0 1 -1 0 1 -1] ] perldl> p $ab = interaction_code( $a, $b ) [ [ 1 0 -1 -1 -0 1] [ 0 1 -1 -0 -1 1] ]
ols
Ordinary least squares regression, aka linear regression. Unlike ols_t, ols is not threadable, but it can handle bad value (by ignoring observations with bad value in dependent or independent variables list-wise) and returns the full model in list context with various stats.IVs ($x) should be pdl dims $y->nelem or $y->nelem x n_iv. Do not supply the constant vector in $x. Intercept is automatically added and returned as LAST of the coeffs if CONST=>1. Returns full model in list context and coeff in scalar context.
Default options (case insensitive):
CONST => 1, PLOT => 1, # see plot_residuals() for plot options
Usage:
# suppose this is a person's ratings for top 10 box office movies # ascending sorted by box office perldl> p $y = qsort ceil( random(10) * 5 ) [1 1 2 2 2 2 4 4 5 5] # construct IV with linear and quadratic component perldl> p $x = cat sequence(10), sequence(10)**2 [ [ 0 1 2 3 4 5 6 7 8 9] [ 0 1 4 9 16 25 36 49 64 81] ] perldl> %m = $y->ols( $x ) perldl> p "$_\t$m{$_}\n" for (sort keys %m) F 40.4225352112676 F_df [2 7] F_p 0.000142834216344756 R2 0.920314253647587 # coeff linear quadratic constant b [0.21212121 0.03030303 0.98181818] b_p [0.32800118 0.20303404 0.039910509] b_se [0.20174693 0.021579989 0.38987581] b_t [ 1.0514223 1.404219 2.5182844] ss_model 19.8787878787879 ss_residual 1.72121212121212 ss_total 21.6 y_pred [0.98181818 1.2242424 1.5272727 ... 4.6181818 5.3454545]
ols_rptd
Repeated measures linear regression (Lorch & Myers, 1990; Van den Noortgate & Onghena, 2006). Handles purely within-subject design for now. See t/stats_ols_rptd.t for an example using the Lorch and Myers data.Usage:
# This is the example from Lorch and Myers (1990), # a study on how characteristics of sentences affected reading time # Three within-subject IVs: # SP -- serial position of sentence # WORDS -- number of words in sentence # NEW -- number of new arguments in sentence # $subj can be 1D pdl or @ ref and must be the first argument # IV can be 1D @ ref or pdl # 1D @ ref is effect coded internally into pdl # pdl is left as is my %r = $rt->ols_rptd( $subj, $sp, $words, $new ); print "$_\t$r{$_}\n" for (sort keys %r); (ss_residual) 58.3754646504336 (ss_subject) 51.8590337714286 (ss_total) 405.188241771429 # SP WORDS NEW F [ 7.208473 61.354153 1.0243311] F_p [0.025006181 2.619081e-05 0.33792837] coeff [0.33337285 0.45858933 0.15162986] df [1 1 1] df_err [9 9 9] ms [ 18.450705 73.813294 0.57026483] ms_err [ 2.5595857 1.2030692 0.55671923] ss [ 18.450705 73.813294 0.57026483] ss_err [ 23.036272 10.827623 5.0104731]
logistic
Logistic regression with maximum likelihood estimation using PDL::Fit::LM (requires PDL::Slatec. Hence loaded with ``require'' in the sub instead of ``use'' at the beginning).IVs ($x) should be pdl dims $y->nelem or $y->nelem x n_iv. Do not supply the constant vector in $x. It is included in the model and returned as LAST of coeff. Returns full model in list context and coeff in scalar context.
The significance tests are likelihood ratio tests (-2LL deviance) tests. IV significance is tested by comparing deviances between the reduced model (ie with the IV in question removed) and the full model.
***NOTE: the results here are qualitatively similar to but not identical with results from R, because different algorithms are used for the nonlinear parameter fit. Use with discretion***
Default options (case insensitive):
INITP => zeroes( $x->dim(1) + 1 ), # n_iv + 1 MAXIT => 1000, EPS => 1e-7,
Usage:
# suppose this is whether a person had rented 10 movies perldl> p $y = ushort( random(10)*2 ) [0 0 0 1 1 0 0 1 1 1] # IV 1 is box office ranking perldl> p $x1 = sequence(10) [0 1 2 3 4 5 6 7 8 9] # IV 2 is whether the movie is action- or chick-flick perldl> p $x2 = sequence(10) % 2 [0 1 0 1 0 1 0 1 0 1] # concatenate the IVs together perldl> p $x = cat $x1, $x2 [ [0 1 2 3 4 5 6 7 8 9] [0 1 0 1 0 1 0 1 0 1] ] perldl> %m = $y->logistic( $x ) perldl> p "$_\t$m{$_}\n" for (sort keys %m) D0 13.8629436111989 Dm 9.8627829791575 Dm_chisq 4.00016063204141 Dm_df 2 Dm_p 0.135324414081692 # ranking genre constant b [0.41127706 0.53876358 -2.1201285] b_chisq [ 3.5974504 0.16835559 2.8577151] b_p [0.057868258 0.6815774 0.090936587] iter 12 y_pred [0.10715577 0.23683909 ... 0.76316091 0.89284423]
pca
Principal component analysis. Based on corr instead of cov (bad values are ignored pair-wise. OK when bad values are few but otherwise probably should fill_m etc before pca). Use PDL::Slatec::eigsys() if installed, otherwise use PDL::MatrixOps::eigens_sym().Default options (case insensitive):
CORR => 1, # boolean. use correlation or covariance PLOT => 1, # calls plot_screes by default # can set plot_screes options here
Usage:
my $d = qsort random 10, 5; # 10 obs on 5 variables my %r = $d->pca( \%opt ); print "$_\t$r{$_}\n" for (keys %r); eigenvalue # variance accounted for by each component [4.70192 0.199604 0.0471421 0.0372981 0.0140346] eigenvector # dim var x comp. weights for mapping variables to component [ [ -0.451251 -0.440696 -0.457628 -0.451491 -0.434618] [ -0.274551 0.582455 0.131494 0.255261 -0.709168] [ 0.43282 0.500662 -0.139209 -0.735144 -0.0467834] [ 0.693634 -0.428171 0.125114 0.128145 -0.550879] [ 0.229202 0.180393 -0.859217 0.4173 0.0503155] ] loadings # dim var x comp. correlation between variable and component [ [ -0.978489 -0.955601 -0.992316 -0.97901 -0.942421] [ -0.122661 0.260224 0.0587476 0.114043 -0.316836] [ 0.0939749 0.108705 -0.0302253 -0.159616 -0.0101577] [ 0.13396 -0.0826915 0.0241629 0.0247483 -0.10639] [ 0.027153 0.0213708 -0.101789 0.0494365 0.00596076] ] pct_var # percent variance accounted for by each component [0.940384 0.0399209 0.00942842 0.00745963 0.00280691]
Plot scores along the first two components,
$d->plot_scores( $r{eigenvector} );
pca_sorti
Determine by which vars a component is best represented. Descending sort vars by size of association with that component. Returns sorted var and relevant component indices.Default options (case insensitive):
NCOMP => 10, # maximum number of components to consider
Usage:
# let's see if we replicated the Osgood et al. (1957) study perldl> ($data, $idv, $ido) = rtable 'osgood_exp.csv', {v=>0} # select a subset of var to do pca perldl> $ind = which_id $idv, [qw( ACTIVE BASS BRIGHT CALM FAST GOOD HAPPY HARD LARGE HEAVY )] perldl> $data = $data( ,$ind)->sever perldl> @$idv = @$idv[list $ind] perldl> %m = $data->pca perldl> ($iv, $ic) = $m{loadings}->pca_sorti() perldl> p "$idv->[$_]\t" . $m{loadings}->($_,$ic)->flat . "\n" for (list $iv) # COMP0 COMP1 COMP2 COMP3 HAPPY [0.860191 0.364911 0.174372 -0.10484] GOOD [0.848694 0.303652 0.198378 -0.115177] CALM [0.821177 -0.130542 0.396215 -0.125368] BRIGHT [0.78303 0.232808 -0.0534081 -0.0528796] HEAVY [-0.623036 0.454826 0.50447 0.073007] HARD [-0.679179 0.0505568 0.384467 0.165608] ACTIVE [-0.161098 0.760778 -0.44893 -0.0888592] FAST [-0.196042 0.71479 -0.471355 0.00460276] LARGE [-0.241994 0.594644 0.634703 -0.00618055] BASS [-0.621213 -0.124918 0.0605367 -0.765184]
plot_means
Plots means anova style. Can handle up to 4-way interactions (ie 4D pdl).Default options (case insensitive):
IVNM => ['IV_0', 'IV_1', 'IV_2', 'IV_3'], DVNM => 'DV', AUTO => 1, # auto set dims to be on x-axis, line, panel # if set 0, dim 0 goes on x-axis, dim 1 as lines # dim 2+ as panels # see PDL::Graphics::PGPLOT::Window for next options WIN => undef, # pgwin object. not closed here if passed # allows comparing multiple lines in same plot # set env before passing WIN DEV => '/xs', # open and close dev for plotting if no WIN # defaults to '/png' in Windows SIZE => 640, # individual square panel size in pixels SYMBL => [0, 4, 7, 11],
Usage:
# see anova for mean / se pdl structure $mean->plot_means( $se, {IVNM=>['apple', 'bake']} );
Or like this:
$m{'# apple ~ bake # m'}->plot_means;
plot_residuals
Plots residuals against predicted values.Usage:
$y->plot_residuals( $y_pred, { dev=>'/png' } );
Default options (case insensitive):
# see PDL::Graphics::PGPLOT::Window for more info WIN => undef, # pgwin object. not closed here if passed # allows comparing multiple lines in same plot # set env before passing WIN DEV => '/xs', # open and close dev for plotting if no WIN # defaults to '/png' in Windows SIZE => 640, # plot size in pixels COLOR => 1,
plot_scores
Plots standardized original and PCA transformed scores against two components. (Thank you, Bob MacCallum, for the documentation suggestion that led to this function.)Default options (case insensitive):
CORR => 1, # boolean. PCA was based on correlation or covariance COMP => [0,1], # indices to components to plot # see PDL::Graphics::PGPLOT::Window for next options WIN => undef, # pgwin object. not closed here if passed # allows comparing multiple lines in same plot # set env before passing WIN DEV => '/xs', # open and close dev for plotting if no WIN # defaults to '/png' in Windows SIZE => 640, # plot size in pixels COLOR => [1,2], # color for original and rotated scores
Usage:
my %p = $data->pca(); $data->plot_scores( $p{eigenvector}, \%opt );
plot_screes
Scree plot. Plots proportion of variance accounted for by PCA components.Default options (case insensitive):
NCOMP => 20, # max number of components to plot CUT => 0, # set to plot cutoff line after this many components # undef to plot suggested cutoff line for NCOMP comps # see PDL::Graphics::PGPLOT::Window for next options WIN => undef, # pgwin object. not closed here if passed # allows comparing multiple lines in same plot # set env before passing WIN DEV => '/xs', # open and close dev for plotting if no WIN # defaults to '/png' in Windows SIZE => 640, # plot size in pixels COLOR => 1,
Usage:
# variance should be in descending order $pca{var}->plot_screes( {ncomp=>16} );
Or, because NCOMP is used so often, it is allowed a shortcut,
$pca{var}->plot_screes( 16 );
REFERENCES
Cohen, J., Cohen, P., West, S.G., & Aiken, L.S. (2003). Applied Multiple Regression/correlation Analysis for the Behavioral Sciences (3rd ed.). Mahwah, NJ: Lawrence Erlbaum Associates Publishers.Hosmer, D.W., & Lemeshow, S. (2000). Applied Logistic Regression (2nd ed.). New York, NY: Wiley-Interscience.
Lorch, R.F., & Myers, J.L. (1990). Regression analyses of repeated measures data in cognitive research. Journal of Experimental Psychology: Learning, Memory, & Cognition, 16, 149-157.
Osgood C.E., Suci, G.J., & Tannenbaum, P.H. (1957). The Measurement of Meaning. Champaign, IL: University of Illinois Press.
Rutherford, A. (2001). Introducing Anova and Ancova: A GLM Approach (1st ed.). Thousand Oaks, CA: Sage Publications.
Shlens, J. (2009). A Tutorial on Principal Component Analysis. Retrieved April 10, 2011 from http://citeseerx.ist.psu.edu/
The GLM procedure: unbalanced ANOVA for two-way design with interaction. (2008). SAS/STAT(R) 9.2 User's Guide. Retrieved June 18, 2009 from http://support.sas.com/
Van den Noortgatea, W., & Onghenaa, P. (2006). Analysing repeated measures data in cognitive research: A comment on regression coefficient analyses. European Journal of Cognitive Psychology, 18, 937-952.
AUTHOR
Copyright (C) 2009 Maggie J. Xiong <maggiexyz users.sourceforge.net>All rights reserved. There is no warranty. You are allowed to redistribute this software / documentation as described in the file COPYING in the PDL distribution.