Sparse.NIPALSPCA {MultBiplotR}

Sparse version of the NIPALS algorithm for PCA.

Description

Sparse version of the NIPALS algorithm for PCA.

Usage

Sparse.NIPALSPCA(X, dimens = 2, tol = 1e-06, maxiter = 1000, lambda = 0.02)

Arguments

X

The data matrix.

dimens

The dimension of the solution

tol

Tolerance of the algorithm.

maxiter

Maximum number of iteratios.

lambda

Value used for sparsity

Details

Sparse version of the NIPALS algorithm for the singular value decomposition that allows for the construction of PCA and Biplot.

Value

The singular value decomposition

u

The coordinates of the rows (standardized)

d

The singuklar values

v

The coordinates of the columns (standardized)

Author(s)

Jose Luis Vicente Villardon

References

Have to be written

Examples

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