pca.Deville {DrBats} | R Documentation |
Perform a PCA using Deville's method
Description
Perform a PCA using Deville's method
Usage
pca.Deville(X, t, t.range, breaks)
Arguments
X |
a data matrix |
t |
a matrix of observation times corresponding to X |
t.range |
the range of observation times in vector form (ex. t.range = c(0, 1000)) |
breaks |
integer number of histogram windows |
Value
X.histo the matrix projected onto the histogram basis
U.histo a matrix of eigenvectors in the histogram basis
Cp a matrix of principal components
lambda a vector of eigenvalues
perc.lambda a vector of the percentage of total inertia explained by each principal component
Author(s)
Gabrielle Weinrott
References
JC Deville, "Methodes statisiques et numeriques de l'analyse harmonique", Annales de l'INSEE, 1974.
Examples
res <- drbats.simul(N = 5, P = 100, t.range = c(5, 100), breaks = 8)
res.pca <- pca.Deville(res$X, res$t.simul, t.range = c(5, 100), breaks = 8)
res.pca
[Package DrBats version 0.1.6 Index]