NIPALSPCA: NIPALS algorithm for PCA

In MultBiplotR: Multivariate Analysis Using Biplots in R

NIPALS algorithm for PCA

Description

Classical NIPALS algorithm for PCA and Biplot.

Usage

NIPALSPCA(X, dimens = 2, tol = 1e-06, maxiter = 1000)

Arguments

X	The data matrix.
dimens	The dimension of the solution
tol	Tolerance of the algorithm.
maxiter	Maximum number of iteratios.

Details

Classical NIPALS algorithm for the singular value decomposition that allows for the construction of PCA and Biplot.

Value

The singular value decomposition

u	The coordinates of the rows (standardized)
d	The singuklar values
v	The coordinates of the columns (standardized)

Author(s)

Jose Luis Vicente Villardon

References

Wold, H. (1966). Estimation of principal components and related models by iterative least squares. Multivariate analysis. ACEDEMIC PRESS. 391-420.

Examples

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MultBiplotR documentation built on Nov. 21, 2023, 5:08 p.m.