IPC {OPC}

The incremental principal component method can handle online data sets.

Description

The incremental principal component method can handle online data sets.

Usage

IPC(data, m, eta)

Arguments

data

is an online data set

m

is the number of principal component

eta

is the proportion of online data to total data

Value

T2,T2k,V,Vhat,lambdahat,time

Examples

library(MASS)
n=2000;p=20;m=9;
mu=t(matrix(rep(runif(p,0,1000),n),p,n))     
mu0=as.matrix(runif(m,0))
sigma0=diag(runif(m,1))
F=matrix(mvrnorm(n,mu0,sigma0),nrow=n)
A=matrix(runif(p*m,-1,1),nrow=p)
D=as.matrix(diag(rep(runif(p,0,1))))
epsilon=matrix(mvrnorm(n,rep(0,p),D),nrow=n)
data=mu+F%*%t(A)+epsilon
IPC(data=data,m=m,eta=0.8)