pca_nspike {bigutilsr} | R Documentation |
Number of spikes in PCA
Description
Estimate the number of distant spikes based on the histogram of eigenvalues.
Usage
pca_nspike(eigval, breaks = "FD", nboot = 100)
Arguments
eigval |
Eigenvalues (squared singular values). |
breaks |
Same parameter as for |
nboot |
Number of bootstrap replicates to estimate limits more robustly.
Default is |
Value
The estimated number of distant spikes.
Examples
N <- 400; M <- 2000; K <- 8
U <- matrix(0, N, K); U[] <- rnorm(length(U))
V <- matrix(0, M, K); V[] <- rnorm(length(V))
# X = U V^T + E
X <- tcrossprod(U, V) + 15 * rnorm(N * M)
pca <- prcomp(X)
eigval <- pca$sdev^2
plot(head(eigval, -1), log = "xy", pch = 20)
pca_nspike(eigval)
[Package bigutilsr version 0.3.4 Index]