robustpca {RCTS}

Function that uses robust PCA and estimates robust factors and loadings.

Description

Contains call to MacroPCA()

Usage

robustpca(object, number_eigenvectors, KMAX = 20, verbose_robustpca = FALSE)

Arguments

object

input

number_eigenvectors

number of eigenvectors to extract

KMAX

The maximal number of principal components to compute. This is a parameter in cellWise::MacroPCA()

verbose_robustpca

when TRUE, it prints messages: used for testing (requires Matrix-package when set to TRUE)

Details

Notes:

Different values for kmax give different factors, but the product lambdafactor stays constant. Note that this number needs to be big enough, otherwise eigen() will be used. Variation in k does give different results for lambdafactor

MacroPCA() crashes with specific values of dim(object). For example when dim(object) = c(193,27). This is solved with evade_crashes_macropca(), for those problematic dimensions that are already encountered during tests.

Value

list with as the first element the robust factors and as the second element the robust factor loadings