components.ictest: Generic Components Extraction Function

In ICtest: Estimating and Testing the Number of Interesting Components in Linear Dimension Reduction

Generic Components Extraction Function

Description

Function to extract components from an object. If the object is of class ictest or ladle the user can choose if all components are extracted or only those which were interesting under the null hypothesis.

Usage

components(x, ...)
## S3 method for class 'ictest'
components(x, which = "all", ...)
## S3 method for class 'ladle'
components(x, which = "all", ...)

Arguments

x	an object which has a components method, like for example an ictest object.
which	for an object of class ictest. If "all", then all components S in the ictest object are extracted. If "k", then only the first k components are extracted, where the value of k is taken from the ictest object. This is only meaningful if k was at least 1.
...	arguments passed on to other methods.

Value

a matrix with the components.

Author(s)

Klaus Nordhausen

Examples

n <- 200
X <- cbind(rnorm(n, sd = 2), rnorm(n, sd = 1.5), rnorm(n), rnorm(n), rnorm(n))

TestCov <- PCAasymp(X, k = 2)
head(components(TestCov))
head(components(TestCov, which = "k"))

ICtest documentation built on May 18, 2022, 9:05 a.m.