PC {SOPC}

The traditional principal component method. This method can estimate the eigen space of the data set.

Description

The traditional principal component method. This method can estimate the eigen space of the data set.

Usage

PC(data, m = m)

Arguments

data

is a highly correlated data set

m

is the number of principal component

Value

Ahat, Dhat

Examples

PC(data=PSA,m=3)