PCR

Principal component regression.

Installation

$ npm install ml-pcr

Usage

const { PCR } = require('pcr');

const x = [
  [0, 0],
  [1, 2],
  [2, 3],
  [3, 4],
];

const y = [
  [0, 0, 0],
  [2, 4, 3],
  [4, 6, 5],
  [6, 8, 7],
];

const pcr = new PCR(x, y, { intercept: true, weight: 1 });
console.log(pcr.predict([3, 3])); // Predict Y for an given X
// [6, 6, 6]

console.log(pcr.getLoadingsdata()); // Returns the information of loadings used to perform the linear regression
/*
{
    weigth: 99.20021500994476,
    evalues: 4.546676521289134,
    componentNumber: 1,
    component: [ [Array] ]
  },
  {
    weigth: 0.7997849900552465,
    evalues: 0.036656812044198794,
    componentNumber: 2,
    component: [ [Array] ]
  }
]
*/

References

• Miller, J. N., & Miller, J. C. (2010). Statistics and Chemometrics for Analytical Chemistry.

• Wikipedia.

License

MIT