SPcaGrid-class: Class 'SPcaGrid' - Sparse Robust PCA using PP - GRID search...

In rrcovHD: Robust Multivariate Methods for High Dimensional Data

Description

Holds the results of an approximation of the PP-estimators for sparse and robust PCA using the grid search algorithm in the plane.

Objects from the Class

Objects can be created by calls of the form new("SPcaGrid", ...) but the usual way of creating SPcaGrid objects is a call to the function SPcaGrid() which serves as a constructor.

Slots

call, center, scale, loadings, eigenvalues, scores, k, sd, od, cutoff.sd, cutoff.od, flag, n.obs:

from the "Pca-class" class.

Extends

Class "PcaGrid", directly. Class "PcaRobust", by class "PcaGrid", distance 2. Class "Pca", by class "PcaGrid", distance 3.

Methods

getQuan

signature(obj = "SPcaGrid"): ...

Author(s)

Valentin Todorov [e-mail]

References

Todorov V & Filzmoser P (2009), An Object Oriented Framework for Robust Multivariate Analysis. Journal of Statistical Software, 32(3), 1–47, URL https://www.jstatsoft.org/v32/i03/.

C. Croux, P. Filzmoser, H. Fritz (2013). Robust Sparse Principal Component Analysis, Technometrics 55(2), pp. 202–2014, doi: 10.1080/00401706.2012.727746.

V. Todorov, P. Filzmoser (2013). Comparing classical and robust sparse PCA. In R Kruse, M Berthold, C Moewes, M Gil, P Grzegorzewski, O Hryniewicz (eds.), Synergies of Soft Computing and Statistics for Intelligent Data Analysis, volume 190 of Advances in Intelligent Systems and Computing, pp. 283–291. Springer, Berlin; New York. ISBN 978-3-642-33041-4, doi: 10.1007/978-3-642-33042-1_31.

See Also

SPcaGrid, PcaGrid-class, PcaRobust-class, Pca-class, PcaClassic, PcaClassic-class

Examples

showClass("SPcaGrid")

rrcovHD documentation built on April 23, 2021, 9:08 a.m.