IPC {SOPC}

The incremental principal component can handle online data sets with highly correlated.

Description

The incremental principal component can handle online data sets with highly correlated.

Usage

IPC(data, m, eta)

Arguments

data

is a highly correlated online data set

m

is the number of principal component

eta

is the proportion of online data to total data

Value

Ai,Di

Examples

IPC(data=PSA,m=3,eta=0.8)