covplot | R Documentation |
Returns a scree-plot of the eigenvalues of cov(first.set, second.set) to select its first d largest eigenvectors.
covplot(X, Y, mind=NULL)
X |
numeric matrix (n * p), X |
Y |
numeric matrix (n * r), Y |
mind |
numeric, the number of the eigenvalues to show their cumulative percentages. The default is NULL, and then it is equal to min(p,r) |
eigenvalues |
the ordiered eigenvalues of cov(X,Y) |
cum.percent |
the cumulative percentages of the eigenvalues |
num.evecs |
a vector of the numbers of the eigenvectors which forces the cumulative percentages bigger than 0.6, 0.7, 0.8, 0.9 |
data(cookie) myseq<-seq(141,651,by=2) X<-as.matrix(cookie[-c(23,61),myseq]) Y<-as.matrix(cookie[-c(23,61),701:704]) covplot(X, Y) covplot(X, Y, mind=4)
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