## Randomization test

Another additional option for PLS regression implemented in *mdatools* is randomization test for estimation of optimal number of components. The description of the method can be found in this paper. The basic idea is that for each component from 1 to `ncomp`

we compute a statistic \(T\), which is a covariance between X-scores and the reference Y values. After that, this procedure is repeated for randomly permuted Y-values and distribution of the statistic is obtained. A parameter `alpha`

is computed to show how often the statistic \(T\), calculated for permuted Y-values, is the same or higher than the same statistic, calculated for original response values without permutations.

If a component is important, then the covariance for unpermuted data should be larger than the covariance for permuted data and therefore the value for `alpha`

will be quite small (there is still a small chance to get similar covariance). This makes `alpha`

very similar to p-value in a statistical test.

The function `randtest()`

calculates alpha for each component, the values can be observed using `summary()`

or `plot()`

functions. There are also several functions, allowing e.g. to show distribution of statistics and the critical value for each component.

In example of code below most of the functions are shown.

```
data(people)
y = people[, 4, drop = FALSE]
X = people[, -4]
r = randtest(X, y, ncomp = 5, nperm = 1000, silent = TRUE)
summary(r)
```

```
##
## Summary for permutation test results
## Number of permutations: 1000
## Suggested number of components: 4
##
## Statistics and alpha values:
## Comp 1 Comp 2 Comp 3 Comp 4
## Alpha 0.0550000 0.0000000 0.0000000 0.0000000
## Statistic 0.2403837 0.4349094 0.3571243 0.2678767
## Comp 5
## Alpha 0.11600000
## Statistic 0.03603819
```

As you can see, `alpha`

is very small for components 2–4 and then jumps up.