estim_ncpFAMD: Estimate the number of dimensions for the Factorial Analysis...

In missMDA: Handling Missing Values with Multivariate Data Analysis

Estimate the number of dimensions for the Factorial Analysis of Mixed Data by cross-validation

Description

Estimate the number of dimensions for the Factorial Analysis of Mixed Data by cross-validation

Usage

estim_ncpFAMD(don, ncp.min=0, ncp.max=5,  method = c("Regularized","EM"), 
     method.cv = c("Kfold","loo"), nbsim=100, pNA=0.05, ind.sup=NULL,
	 sup.var=NULL, threshold=1e-4, verbose = TRUE, maxiter = 1000)

Arguments

don	a data.frame with categorical variables; with missing entries or not
ncp.min	integer corresponding to the minimum number of components to test
ncp.max	integer corresponding to the maximum number of components to test
method	"Regularized" by default or "EM"
method.cv	"Kfold" for cross-validation or "loo" for leave-one-out
nbsim	number of simulations, useful only if method.cv="Kfold"
pNA	percentage of missing values added in the data set, useful only if method.cv="Kfold"
ind.sup	a vector indicating the indexes of the supplementary individuals
sup.var	a vector indicating the indexes of the supplementary variables (quantitative and categorical)
threshold	the threshold for assessing convergence
verbose	boolean. TRUE means that a progressbar is writtent
maxiter	integer, maximum number of iteration for the algorithm

Details

For leave-one-out cross-validation (method.cv="loo"), each cell of the data matrix is alternatively removed and predicted with a FAMD model using ncp.min to ncp.max dimensions. The number of components which leads to the smallest mean square error of prediction (MSEP) is retained. For the Kfold cross-validation (method.cv="Kfold"), pNA percentage of missing values is inserted at random in the data matrix and predicted with a FAMD model using ncp.min to ncp.max dimensions. This process is repeated nbsim times. The number of components which leads to the smallest MSEP is retained. More precisely, for both cross-validation methods, the missing entries are predicted using the imputeFAMD function, it means using it means using the regularized iterative FAMD algorithm (method="Regularized") or the iterative FAMD algorithm (method="EM"). The regularized version is more appropriate to avoid overfitting issues.

Value

ncp	the number of components retained for the FAMD
criterion	the criterion (the MSEP) calculated for each number of components

Author(s)

Vincent Audigier [e-mail], Francois Husson [e-mail] and Julie Josse [e-mail]

References

Audigier, V., Husson, F. & Josse, J. (2014). A principal components method to impute mixed data. Advances in Data Analysis and Classification

See Also

imputeFAMD

Examples

## Not run: 
data(ozone)
result <- estim_ncpFAMD(ozone)

## End(Not run)

missMDA documentation built on Nov. 17, 2023, 5:07 p.m.