pca.Deville: Perform a PCA using Deville's method

In DrBats: Data Representation: Bayesian Approach That's Sparse

Perform a PCA using Deville's method

Description

Perform a PCA using Deville's method

Usage

pca.Deville(X, t, t.range, breaks)

Arguments

X	a data matrix
t	a matrix of observation times corresponding to X
t.range	the range of observation times in vector form (ex. t.range = c(0, 1000))
breaks	integer number of histogram windows

Value

X.histo the matrix projected onto the histogram basis

U.histo a matrix of eigenvectors in the histogram basis

Cp a matrix of principal components

lambda a vector of eigenvalues

perc.lambda a vector of the percentage of total inertia explained by each principal component

Author(s)

Gabrielle Weinrott

References

JC Deville, "Methodes statisiques et numeriques de l'analyse harmonique", Annales de l'INSEE, 1974.

Examples

res <- drbats.simul(N = 5, P = 100, t.range = c(5, 100), breaks = 8)
res.pca <- pca.Deville(res$X, res$t.simul, t.range = c(5, 100), breaks = 8)
res.pca

DrBats documentation built on March 18, 2022, 5:15 p.m.