Research Article
The L-Curve Criterion as a Model Selection Tool in PLS Regression
Algorithm 1
The algorithm as presented by Hansen et al. [
6].
(1) | Initialize | (2) | Stage one: while | (3) | | (4) | Create a pruned L-curve consisting of the largest line segments. | (5) | For each corner location routine | (6) | Locate the corner using the pruned L-curve. | (7) | Add the corner to the list: | (8) | | (9) | Stage two: if then ; return. | (10) | Otherwise for | (11) | Compute the slope associated with point in L. | (12) | If then ; return. | (13) | Otherwise let . |
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