ladleplot {ICtest}

Ladle Plot for an Object of Class ladle

Description

The ladle plot is a measure to decide about the number of interesting components. Of interest for the ladle criterion is the minimum. The function here offers however also to plot other criterion values which are part of the actual ladle criterion.

Usage

ladleplot(x, crit = "gn", type="l", ylab = crit, 
          xlab = "component", main = deparse(substitute(x)), ...)

Arguments

x

an object of class ladle.

crit

the criterion to be plotted, options are "gn", "fn", "phin" and "lambda".

type

plotting type.

ylab

default ylab value.

xlab

default xlab value.

main

default title.

...

other arguments for the plotting functions.

Details

The main criterion of the ladle is the scaled sum of the eigenvalues and the measure of variation of the eigenvectors up to the component of interest.

The sum is denoted "gn" and the individual parts are "fn" for the measure of the eigenvector variation and "phin" for the scaled eigenvalues. The last option "lambda" corresponds to the unscaled eigenvalues yielding then a screeplot.

Author(s)

Klaus Nordhausen

References

Luo, W. and Li, B. (2016), Combining Eigenvalues and Variation of Eigenvectors for Order Determination, Biometrika, 103. 875–887. <doi:10.1093/biomet/asw051>

See Also

FOBIladle, PCAladle, SIRladle

Examples

n <- 1000
X <- cbind(rexp(n), rt(n,5), rnorm(n), rnorm(n), rnorm(n), rnorm(n))
test <- FOBIladle(X)
ladleplot(test)
ladleplot(test, crit="fn")
ladleplot(test, crit="phin")
ladleplot(test, crit="lambda")