Class modelling by Soft Independent Modelling of Class Analogy: why, when, how? A tutorial

This article contains a comprehensive tutorial on classification by means of Soft Independent Modelling of Class Analogy (SIMCA). Such a tutorial was conceived in an attempt to offer pragmatic guidelines for a sensible and correct utilisation of this tool as well as answers to three basic questions: “why employing SIMCA?”, “when employing SIMCA?” and “how employing/not employing SIMCA?”. With this purpose in mind, the following points are here addressed: i) the mathematical and statistical fundamentals of the SIMCA approach are presented; ii) distinct variants of the original SIMCA algorithm are thoroughly described and compared in two different case-studies; iii) a flowchart outlining how to fine-tune the parameters of a SIMCA model for achieving an optimal performance is provided; iv) figures of merit and graphical tools for SIMCA model assessment are illustrated and v) computational details and rational suggestions about SIMCA model validation are given. Moreover, a novel Matlab toolbox, which encompasses routines and functions for running and contrasting all the aforementioned SIMCA versions is also made available.