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PartialLeastSquaresAnalysisComputeVariableImportanceInProjection Method |
Computes the variable importance in projection (VIP).
Namespace: Accord.Statistics.Analysis
Assembly: Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0
SyntaxRequest Example
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A predictor factors matrix in which each row represents the importance of the variable in a projection considering the number of factors indicated by the column's index.
Parameters
- factors
- Type: SystemInt32
Return Value
Type: DoubleA predictor factors matrix in which each row represents the importance of the variable in a projection considering the number of factors indicated by the column's index.
Remarks
References:
- Il-Gyo Chong, Chi-Hyuck Jun, Performance of some variable selection methods when multicollinearity is present, Chemometrics and Intelligent Laboratory Systems, Volume 78, Issues 1-2, 28 July 2005, Pages 103-112, ISSN 0169-7439, DOI: 10.1016/j.chemolab.2004.12.011.
See Also