truncPC {cellWise} R Documentation

## Classical Principal Components by truncated SVD.

### Description

Similar usage to robustbase::classPC except for the new argument ncomb which is the desired number of components. Only this many PC's are computed in order to save computation time. Makes use of propack.svd of package svd.

### Usage

truncPC(X, ncomp = NULL, scale = FALSE, center = TRUE,
signflip = TRUE, via.svd = NULL, scores = FALSE)


### Arguments

 X a numeric matrix. ncomp the desired number of components (if not specified, all components are computed). scale logical, or numeric vector for scaling the columns. center logical or numeric vector for centering the matrix. signflip logical indicating if the signs of the loadings should be flipped such that the absolutely largest value is always positive. via.svd dummy argument for compatibility with classPC calls, will be ignored. scores logical indicating whether or not scores should be returned.

### Value

A list with components:

 rank the (numerical) matrix rank of X, i.e. an integer number between 0 and min(dim(x)). eigenvalues the k eigenvalues, proportional to the variances, where k is the rank above. loadings the loadings, a d \times k matrix. scores if the scores argument was TRUE, the n \times k matrix of scores. center a vector of means, unless the center argument was FALSE. scale a vector of column scales, unless the scale argument was false.

### Author(s)

P.J. Rousseeuw

classPC

### Examples

library(MASS)
set.seed(12345)
n <- 100; d <- 10
A <- diag(d) * 0.1 + 0.9
x <- mvrnorm(n, rep(0,d), A)
truncPCA.out <- truncPC(x, ncomp = 2, scores = TRUE)
plot(truncPCA.out\$scores)


[Package cellWise version 2.2.5 Index]