PPC: The perturbation principal component method can handle online...

In OPC: The Online Principal Component Estimation Method

The perturbation principal component method can handle online data sets.

Description

The perturbation principal component method can handle online data sets.

Usage

PPC(data, m, eta)

Arguments

data	is an online data set
m	is the number of principal component
eta	is the proportion of online data to total data

Value

T2,T2k,V,Vhat,lambdahat,time

Examples

library(MASS)
n=2000;p=20;m=9;
mu=t(matrix(rep(runif(p,0,1000),n),p,n))     
mu0=as.matrix(runif(m,0))
sigma0=diag(runif(m,1))
F=matrix(mvrnorm(n,mu0,sigma0),nrow=n)
A=matrix(runif(p*m,-1,1),nrow=p)
D=as.matrix(diag(rep(runif(p,0,1))))
epsilon=matrix(mvrnorm(n,rep(0,p),D),nrow=n)
data=mu+F%*%t(A)+epsilon 
PPC(data=data,m=m,eta=0.8) 

OPC documentation built on May 31, 2023, 8:50 p.m.