Displaying 1 result from an estimated 1 matches for "calcmethod".
2007 Feb 13
1
Questions about results from PCAproj for robust principal component analysis
...produces singular results for standard PCA, but
robust methods, like PCAproj, are designed to handle this. Also, I had
"de-meaned" the data beforehand, so apply(datamatrix,2,mean) produces a
length C vector of (effectively) zeroes. I ran the following:
dmpcaprj=PCAproj(datamatrix,k=4,CalcMethod="sphere",update=TRUE)
to get the first four robust components. When I look at the princomp object
returned as dmpcaprj, some of the results are just what I expect. For
example,
- dmpcaprj$loadings has dimensions Cx4, as expected, and the first four
eigenvectors of
the (robust) cova...