SAPC: The stochastic approximate component method can handle online...
In OPC: The Online Principal Component Estimation Method

SAPC	R Documentation

The stochastic approximate component method can handle online data sets.

Description

The stochastic approximate component method can handle online data sets.

Usage

SAPC(data, m, eta, alpha)

Arguments

`data`	is a online data set
`m`	is the number of principal component
`eta`	is the proportion of online data to total data
`alpha`	is the step size

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
SAPC(data=data,m=m,eta=0.8,alpha=1)

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