I get this warning I get when I apply SPC. I ran SPC.cv with centering=TRUE, and did not get this warning. But when I run SPC with centering=TRUE, I get the warning below.
I just wanted to confirm whether SPC applies centering in SPC and SPC.cv, or whether users have to center the data prior to input? In which case I would just be a bit concerned about data leakage for SPC.cv in particular (ie. following the iterative deflation method in particular).
> regularisation_values <- seq(1, sqrt(ncol(x)), len=30)
> PC1_regularisation_cv <- SPC.cv(as.matrix(x), sumabsvs=regularisation_values, nfolds=10, trace=TRUE, center=TRUE, niter=100, orth=TRUE)
Fold 1 out of 10
Fold 2 out of 10
Fold 3 out of 10
Fold 4 out of 10
Fold 5 out of 10
Fold 6 out of 10
Fold 7 out of 10
Fold 8 out of 10
Fold 9 out of 10
Fold 10 out of 10
> PC1_regularisation_cv$nfolds
[1] 10
> best_reg <- PC1_regularisation_cv$bestsumabsv1se
> PC_regularisation_cv_applied <- SPC(as.matrix(x), sumabsv=best_reg, K=25, center=TRUE, orth=TRUE, cnames=colnames(x))
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Warning message:
In PMDL1L1(x, sumabsu = sqrt(nrow(x)), sumabsv = sumabsv, niter = niter, :
PMDL1L1 was run without first subtracting out the mean of x.
Hi there,
I get this warning I get when I apply SPC. I ran SPC.cv with centering=TRUE, and did not get this warning. But when I run SPC with centering=TRUE, I get the warning below.
I just wanted to confirm whether SPC applies centering in SPC and SPC.cv, or whether users have to center the data prior to input? In which case I would just be a bit concerned about data leakage for SPC.cv in particular (ie. following the iterative deflation method in particular).
Best wishes
T