Description Usage Arguments Details Value Author(s) Examples
View source: R/computeCombPCA.R
computeCombPCA
computes combined PCA projections of
the training and test samples.
1 | computeCombPCA(x, y, robust)
|
x |
a matrix or a data.frame |
y |
a matrix or a data.frame |
robust |
a boolean indicating if robust PCA should be used or not |
The program is a simple alteration of PCAgrid() that computes a desired number of robust principal components using the grid search algorithm in the plane.
PCA projections for each matrix
Rafael S. de Souza, Alberto Krone-Martins
1 2 3 4 5 6 7 8 | #Multivariate data with outliers
library(mvtnorm)
x <- rbind(rmvnorm(100, rep(0, 6), diag(c(5, rep(1,5)))),
rmvnorm( 15, c(0, rep(20, 5)), diag(rep(1, 6))))
y <- rbind(rmvnorm(100, rep(0, 6), diag(c(5, rep(1,5)))),
rmvnorm( 15, c(0, rep(20, 5)), diag(rep(1, 6))))
#Here we calculate the principal components
pc <- computeCombPCA(x, y)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.