Sparse.NIPALSPCA: Sparse version of the NIPALS algorithm for PCA.

In MultBiplotR: Multivariate Analysis Using Biplots in R

Sparse version of the NIPALS algorithm for PCA.

Description

Sparse version of the NIPALS algorithm for PCA.

Usage

Sparse.NIPALSPCA(X, dimens = 2, tol = 1e-06, maxiter = 1000, lambda = 0.02)

Arguments

X	The data matrix.
dimens	The dimension of the solution
tol	Tolerance of the algorithm.
maxiter	Maximum number of iteratios.
lambda	Value used for sparsity

Details

Sparse version of the 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

Have to be written

Examples

# Not yet

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