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 0.1.5 Index]