search for: dmpcaprj

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2007 Feb 13
1
Questions about results from PCAproj for robust principal component analysis
...e. In my case R < C, which 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 e...