pca_reduction: PCA reduction

In MichaelGurkov/GaRPackg: Runs GaR analysis

PCA reduction

Description

This function reduces dimension based on PCA method The function takes a data matrix and returns the first n_comps components of PCA transformation. If the data matrix has a time index the result is aligned along the index

Usage

pca_reduction(df, center = TRUE, scale = TRUE, sign_align_params = NULL)

Arguments

df	dataframe
center	boolean indicator
scale	boolean indicator
sign_align_params	(optional) a list of alignment parameters. The first element in the list is the aligning (axis) variable, the value is either character (variable's name) or numeric (variable's position index). The second element if(supplied) is boolean indicator alignment direction (True means positive direction).

Value

a list with two elements : pca_obj - PCA object, time_index - dates vector

MichaelGurkov/GaRPackg documentation built on June 24, 2024, 6:50 a.m.