PCA calculation with the NIPALS algorithm

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Description

NIPALS is an algorithm for computing PCA scores and loadings.

Usage

1
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 <P.Filzmoser@tuwien.ac.at>

References

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

See Also

princomp

Examples

1
2
data(glass)
res <- nipals(glass,a=2)

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