R/PcaGrid.R

In rrcov: Scalable Robust Estimators with High Breakdown Point

setMethod("getQuan", "PcaGrid", function(obj) obj@n.obs)

##  The S3 version
PcaGrid <- function (x, ...)
    UseMethod("PcaGrid")

PcaGrid.formula <- function (formula, data = NULL, subset, na.action, ...)
{
    cl <- match.call()

    mt <- terms(formula, data = data)
    if (attr(mt, "response") > 0)
        stop("response not allowed in formula")
    mf <- match.call(expand.dots = FALSE)
    mf$... <- NULL
    mf[[1]] <- as.name("model.frame")
    mf <- eval.parent(mf)
    ## this is not a 'standard' model-fitting function,
    ## so no need to consider contrasts or levels
    if (.check_vars_numeric(mf))
        stop("PCA applies only to numerical variables")

    na.act <- attr(mf, "na.action")
    mt <- attr(mf, "terms")
    attr(mt, "intercept") <- 0
    x <- model.matrix(mt, mf)

    res <- PcaGrid.default(x, ...)

    ## fix up call to refer to the generic, but leave arg name as `formula'
    cl[[1]] <- as.name("PcaGrid")
    res@call <- cl

#    if (!is.null(na.act)) {
#        res$na.action <- na.act
#        if (!is.null(sc <- res$x))
#            res$x <- napredict(na.act, sc)
#    }

    res
}

PcaGrid.default <- function(x, k=0, kmax=ncol(x),
    scale=FALSE, na.action = na.fail, crit.pca.distances=0.975, trace=FALSE, ...)
{

    cl <- match.call()

    if(missing(x)){
        stop("You have to provide at least some data")
    }
    data <- as.matrix(x)
    n <- nrow(data)
    p <- ncol(data)

    ##
    ## verify and set the input parameters: k and kmax
    ##
    myrank <- rankMM(data)
    kmax <- max(min(floor(kmax), myrank),1)
    if(trace)
        cat("k=", k, ", kmax=", kmax, ".\n", sep="")

    if((k <- floor(k)) < 0)
        k <- 0
    else if(k > kmax) {
        warning(paste("The number of principal components k = ", k, " is larger then kmax = ", kmax, "; k is set to ", kmax,".", sep=""))
        k <- kmax
    }
    if(k != 0)
        k <- min(k, ncol(data))
    else
    {
        k <- min(kmax, ncol(data))
        if(trace)
            cat("The number of principal components is defined by the algorithm. It is set to ", k,".\n", sep="")
    }
######################################################################

    if(is.logical(scale))
    {
        scale <- if(scale) sd else  NULL
    }
    out <- PCAgrid(data, k, scale=scale, trace=-1, ...)

    scores <- predict(out)
    center   <- out$center
    scale <- out$scale
    sdev     <- out$sdev
    scores   <- as.matrix(scores[, 1:k])
    loadings <- as.matrix(out$loadings[, 1:k])
    eigenvalues  <- (sdev^2)[1:k]

######################################################################
    names(eigenvalues) <- NULL
    if(is.list(dimnames(data)))
        rownames(scores) <- rownames(data)          # dimnames(scores)[[1]] <- dimnames(data)[[1]]
    dimnames(scores)[[2]] <- paste("PC", seq_len(ncol(scores)), sep = "")
    dimnames(loadings) <- list(colnames(data), paste("PC", seq_len(ncol(loadings)), sep = ""))

    ## fix up call to refer to the generic, but leave arg name as `formula'
    cl[[1]] <- as.name("PcaGrid")
    res <- new("PcaGrid", call=cl,
                            rank=myrank,
                            loadings=loadings,
                            eigenvalues=eigenvalues,
                            center=center,
                            scale=scale,
                            scores=scores,
                            k=k,
                            n.obs=n)

    ## Compute distances and flags
    res <- pca.distances(res, data, p, crit.pca.distances)
    return(res)
}