The y-gradient generalized least squares weighting algorithm (GLSW) removes variance from the data (spectra), which is orthogonal to the response.
Arguments
- x
A numeric matrix, data frame or tibble, representing the predictors data.
- y
A numeric vector representing the response vector.
- alpha
A numeric value specifying the weighting parameter. Typical values range from 1 to 0.0001. Default is 0.01.
Details
The y-Gradient GLSW is an alternative method to GLSW, where a continuous \(\textbf{y}\)-variable is used to develop pseudo-groupings of samples in \(\textbf{X}\) by comparing the differences in the corresponding \(\textbf{y}\) values. This is referred to as the "gradient method" because it utilizes a gradient of the sorted \(\textbf{X}\)- and \(\textbf{y}\)-blocks to calculate a covariance matrix.