l2projection {pcaL1}

L2 Projection

Description

Provides the L2-norm projection of points on a subspace, including both scores and reconstructions.

Usage

l2projection(X, loadings)

Arguments

X

data, in matrix or table form

loadings

an orthonormal matrix of loadings vectors

Details

The scores and reconstructions are calculated by solving a linear program.

Value

'l2projection' returns a list containing the following components:

scores

the matrix of projected points

projPoints

the matrix of projected points in terms of the original coordinates (reconstructions)