# weighted.Deville: Perform a weighted PCA using Deville's method on a data... In DrBats: Data Representation: Bayesian Approach That's Sparse

 weighted.Deville R Documentation

## Perform a weighted PCA using Deville's method on a data matrix X that we project onto a histogram basis and weighted

### Description

Perform a weighted PCA using Deville's method on a data matrix X that we project onto a histogram basis and weighted

### Usage

weighted.Deville(X, t, t.range, breaks, Qp = NULL)

### 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(a, b)) breaks integer number of histogram windows Qp a matrix of weights, if Qp = NULL the function specifies a diagonal weight matrix

### 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

### Examples

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

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