Extraction of score and loading matrices.

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Description

This function extracts the score matrix and the loading matrix given the dimension of the subspace considered and the level of the tree chosen. Furthermore it provides the cumulant energies for the subspace extracted.

Usage

1
extract_hica(energy.obj, comp, level)

Arguments

energy.obj

An object provided by the function energy_hica.

comp

Dimension of the subspace.

level

Level of the tree.

Value

X

data matrix.

S

score data matrix.

C

loading matrix. Each column represents a basis element.

cum.energy

cumulant energy for the subspace extracted.

Author(s)

Piercesare Secchi, Simone Vantini, and Paolo Zanini.

References

P. Secchi, S. Vantini, and P. Zanini (2014). Hierarchical Independent Component Analysis: a multi-resolution non-orthogonal data-driven basis. MOX-report 01/2014, Politecnico di Milano.

See Also

basis_hica, similarity_hica, energy_hica