R/classPC.R

Defines functions classPC .signflip rankMM

Documented in classPC rankMM .signflip

##' @title Simple Matrix Rank ====> ../man/rankMM.Rd
rankMM <- function(A, tol = NULL, sv = svd(A,0,0)$d) {
    d <- dim(A)
    stopifnot(length(d)==2, length(sv) == min(d), min(d) >= 1L,
              all(diff(sv) <= 0)) # must be sorted decreasingly
    if(is.null(tol))
	tol <- max(d) * .Machine$double.eps * abs(sv[1L])
    else
	stopifnot(is.numeric(tol), tol >= 0)
    sum(sv >= tol)
}

##' Flip the signs of the loadings
##'  - comment from Stephan Milborrow
.signflip <- function(loadings) {
    apply(loadings, 2L,
	  function(x) if(x[which.max(abs(x))] < 0) -x else x)
}

##' @title Classical Principal Components ... ==> ../man/classPC.Rd
classPC <- function(x, scale=FALSE, center=TRUE,
		    signflip=TRUE, via.svd = n > p, scores=FALSE)
{
    if(!is.numeric(x) || !is.matrix(x))
	stop("'x' must be a numeric matrix")
    else if((n <- nrow(x)) <= 1)
	stop("The sample size must be greater than 1 for svd")
    p <- ncol(x)
    x <- scale(x, center=center, scale=scale)
    ##	 -----
    if(isTRUE(scale))
	scale <- attr(x, "scaled:scale")
    if(isTRUE(center))
	center <- attr(x, "scaled:center")

    if(via.svd) {
	svd <- svd(x, nu=0)
	rank <- rankMM(x, sv=svd$d)
	loadings <- svd$v[,1:rank, drop=FALSE]
	eigenvalues <- (svd$d[1:rank])^2 /(n-1) ## FIXME: here .^2; later sqrt(.)
    } else { ## n <= p; was "kernelEVD"
	e <- eigen(tcrossprod(x), symmetric=TRUE)
        evs <- e$values
	tolerance <- n * max(evs) * .Machine$double.eps
	rank <- sum(evs > tolerance)
        evs <- evs[ii <- seq_len(rank)]
	eigenvalues <- evs / (n-1)
	## MM speedup, was:  crossprod(..) %*% diag(1/sqrt(evs))
	loadings <- crossprod(x, e$vectors[,ii]) * rep(1/sqrt(evs), each=p)
    }

    ## VT::15.06.2010 - signflip: flip the sign of the loadings
    if(signflip)
	loadings <- .signflip(loadings)

    list(rank=rank, eigenvalues=eigenvalues, loadings=loadings,
	 scores = if(scores) x %*% loadings,
	 center=center, scale=scale)
}

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robustbase documentation built on July 10, 2023, 2:01 a.m.