Many CA readers know a lot about regression and quite a bit about principal components, but I dare say that a much fewer number are familiar with Truncated Total Least Squares (to which the regpar parameter belongs.) We’re seeing interesting interactions between PC=k and regpar=r – and there is little, if anything, in regular statistical […]
Tag Archives: ttls
I’ve now ported my emulation of Schneider’s RegEM PTTLS to R and benchmarked it against Jeff’s Matlab as shown below. I caution readers that this is just an algorithm. There are other ways of doing regressions and infills. The apparent convergence to three PCs noted by Roman is still pending as a highly interesting phenomenon. […]
Smerdon et al 2008 is an interesting article on RegEM, continuing a series of exchanges between Smerdon and the Mann group that has been going on for a couple of years. We haven’t spent much time here on RegEM as we might have. I did a short note in Nov 2007 here. In July and […]
Mann et al 2007 is a new RegEM version, replacing the RegEM calculations of Rutherford et al 2005. The logic is not entirely self-contained and so I re-visited some of our previous comments on Rutherford et al here here here here . I’m going to reprise two issues today: Collation Errors, a small but amusing […]
I realize that not all CA readers are interested in multivariate methods and that dendroclimatologists want to “forget the math”, but I find it interesting to try to relate dendro and paleoclimate recipes to known statistical methodologies that you can read about in texts. I commented the other day on the form of Principal Components […]
RegEM has reared its ugly head again in Mann’s review of Burger and Cubasch.