Tag Archives: ttls

TTLS in a Steig Context

Jun 2, 2009 – 10:39 PM

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 […]

By Steve McIntyre | Posted in Steig at al 2009 | Also tagged , , , | Comments (89)

RegEM PTTLS Ported to R

Feb 17, 2009 – 2:31 PM

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. […]

By Steve McIntyre | Posted in General, RegEM, Steig at al 2009 | Also tagged , | Comments (12)

Smerdon et al 2008 on RegEM

Feb 13, 2009 – 11:22 AM

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 […]

By Steve McIntyre | Posted in RegEM | Also tagged , , , | Comments (45)

Re-Visiting RegEM: Rutherford et al 2005

Nov 22, 2007 – 3:02 PM

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 […]

By Steve McIntyre | Posted in RegEM | Also tagged , , , | Comments (28)

More on "Naturally Orthogonal"

Apr 7, 2007 – 11:16 AM

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 […]

By Steve McIntyre | Posted in Multivariate, Noamer Treeline, RegEM, Statistics | Also tagged , , , | Comments (4)

RegEM

Jul 7, 2006 – 6:27 AM

RegEM has reared its ugly head again in Mann’s review of Burger and Cubasch.

By Steve McIntyre | Posted in MBH98, RegEM | Also tagged , , | Comments (52)
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