MRPCA: Modified regularized PCA

In ISR: The Iterated Score Regression-Based Estimation Algorithm

Modified regularized PCA

Description

Caculate the estimator on the MRPCA method

Usage

MRPCA(data = 0, data0, real = TRUE, example = FALSE)

Arguments

data	is the orignal data set
data0	is the missing data set
real	is to judge whether the data set is a real missing data set
example	is to judge whether the data set is a simulation example

Value

XMRPCA	is the estimator on the MRPCA method
MSEMRPCA	is the MSE value of the MRPCA method
MAEMRPCA	is the MAE value of the MRPCA method
REMRPCA	is the RE value of the MRPCA method
GCVMRPCA	is the GCV value of the MRPCA method
timeMRPCA	is the time cost of the MRPCA method

Examples

 library(MASS)   
 n=100;p=10;per=0.1
 X0=data=matrix(mvrnorm(n*p,0,1),n,p)
 m=round(per*n*p,digits=0)
 mr=sample(1:(n*p),m,replace=FALSE)
 X0[mr]=NA;data0=X0
 MRPCA(data=data,data0=data0,real=FALSE,example=FALSE)

ISR documentation built on April 22, 2022, 5:06 p.m.