Extract leverages of a PCA model
The leverages of PCA model indicate how much influence each observation has on the PCA model. Observations with high leverage has caused the principal components to rotate towards them. It can be used to extract both "unimportant" observations as well as picking potential outliers.
## S4 method for signature 'pcaRes' leverage(object)
Defined as Tr(T(T'T)^(-1)T')
The observation leverages as a numeric vector
Introduction to Multi- and Megavariate Data Analysis using Projection Methods (PCA and PLS), L. Eriksson, E. Johansson, N. Kettaneh-Wold and S. Wold, Umetrics 1999, p. 466
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