f.rar_matlab 偏最小二乘_交叉有效性_偏最小二乘_平方预测误差

偏最小二乘法中的交叉有效性计算的matlab程序，怎么计算出来的预测误差平方和PRESS不太对，偏大；请大牛指教！ function re = GetPRESS(E0,F0,h) [n,m] = size(E0); F0n = size(F0); if F0n ~= n | n <2 | m < 2 disp('errors!'); return; end press = 0; for i = 1:n E = [ E0(1:i-1,:); E0(i+1:n,:) ]; F = [ F0(1:i-1,:); F0(i+1:n,:) ]; for j = 1:h % h步 w = ( E'* F )/ norm( E'*F ); W(:, j ) = w; W; t = E * w; T(:, j ) = t; % 主成分 p = E'* t / ( (norm( t))^2 ); P(:, j ) = p; r = F'* t / ( (norm( t))^2 ); R( j ) = r; % 系数 E = E - t * p'; F = F - t * r'; end % 求W* 的值 for k = 1: h W_h_s = eye(m); for j = 1:(k-1) W_h_s = W_h_s * ( eye(m) - W(j) *( P(j) )'); end W_h_s = W_h_s * W(:,k); % Wh* 的值 W_s(:,k) = W_h_s; end F0i_s = E0(i,:) * (W_s * R'); % 求F0i的拟合值 F0i = F0(i); % Yi_Yh_i = ( F0i - F0i_s )^2 press = press + ( F0i - F0i_s )^2; % 两值相减再平方 end re = press;