pcaCV: Determine the number of PCA components with repeated cross...

In chemometrics: Multivariate Statistical Analysis in Chemometrics

Determine the number of PCA components with repeated cross validation

Description

By splitting data into training and test data repeatedly the number of principal components can be determined by inspecting the distribution of the explained variances.

Usage

pcaCV(X, amax, center = TRUE, scale = TRUE, repl = 50, segments = 4, 
segment.type = c("random", "consecutive", "interleaved"), length.seg, trace = FALSE, 
plot.opt = TRUE, ...)

Arguments

X	numeric data frame or matrix
amax	maximum number of components for evaluation
center	should the data be centered? TRUE or FALSE
scale	should the data be scaled? TRUE or FALSE
repl	number of replications of the CV procedure
segments	number of segments for CV
segment.type	"random", "consecutive", "interleaved" splitting into training and test data
length.seg	number of parts for training and test data, overwrites segments
trace	if TRUE intermediate results are reported
plot.opt	if TRUE the results are shown by boxplots
...	additional graphics parameters, see par

Details

For cross validation the data are split into a number of segments, PCA is computed (using 1 to amax components) for all but one segment, and the scores of the segment left out are calculated. This is done in turn, by omitting each segment one time. Thus, a complete score matrix results for each desired number of components, and the error martrices of fit can be computed. A measure of fit is the explained variance, which is computed for each number of components. Then the whole procedure is repeated (repl times), which results in repl numbers of explained variance for 1 to amax components, i.e. a matrix. The matrix is presented by boxplots, where each boxplot summarized the explained variance for a certain number of principal components.

Value

ExplVar	matrix with explained variances, repl rows, and amax columns
MSEP	matrix with MSEP values, repl rows, and amax columns

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)
x.sc <- scale(glass)
resv <- clvalidity(x.sc,clnumb=c(2:5))

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