nipals: PCA calculation with the NIPALS algorithm

In chemometrics: Multivariate Statistical Analysis in Chemometrics

PCA calculation with the NIPALS algorithm

Description

NIPALS is an algorithm for computing PCA scores and loadings.

Usage

nipals(X, a, it = 10, tol = 1e-04)

Arguments

X	numeric data frame or matrix
a	maximum number of principal components to be computed
it	maximum number of iterations
tol	tolerance limit for convergence of the algorithm

Details

The NIPALS algorithm is well-known in chemometrics. It is an algorithm for computing PCA scores and loadings. The advantage is that the components are computed one after the other, and one could stop at a desired number of components.

Value

T	matrix with the PCA scores
P	matrix with the PCA loadings

Author(s)

Peter Filzmoser <[e-mail]>

References

K. Varmuza and P. Filzmoser: Introduction to Multivariate Statistical Analysis in Chemometrics. CRC Press, Boca Raton, FL, 2009.

See Also

princomp

Examples

data(glass)
res <- nipals(glass,a=2)

chemometrics documentation built on Aug. 25, 2023, 5:18 p.m.