Choose the number of principal components via reconstruction error {Compositional} R Documentation

## Choose the number of principal components via reconstruction error

### Description

Choose the number of principal components via reconstruction error.

### Usage

choose.pc(x, plot = TRUE)


### Arguments

 x A numerical matrix with more rows than columns. plot Should the plot of the PRESS values appear? Default value is TRUE.

### Details

The functions allows for selecting the number of eigenvectors via the reconstruction error which is computed for all eigenvectors based on SVD.

### Value

A list including:

 values The eigenvalues of the covariance matrix. cumprop The cumulative proportion of the eigenvalues of the covariance matrix. per The differences in the cumulative proportion of the eigenvalues of the covariance matrix. press The reconstruction error √{∑_{ij}{(x_{ij}-\hat{x}_{ij})^2}} for each number of eigenvectors. runtime The runtime of the algorithm.

### Author(s)

Michail Tsagris

R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.

### References

Jolliffe I.T. (2002). Principal Component Analysis.

pcr, alfa.pcr, alfapcr.tune 

### Examples

library(MASS)
x <- as.matrix(fgl[, 2:9])
a <- choose.pc(x, plot = FALSE)


[Package Compositional version 5.2 Index]