filter_pca | R Documentation |
filter_pca
returns the first k principle components as filter values.
filter_pca(dat, k = 1, ...)
dat |
A numeric dataset matrix, rach row represents a data point and each column represents a predictive variable. |
k |
A scaler deciding the number of principle components to be returned |
... |
Optional arguments to |
The PCA filter function is defined as f(x_i) = x_i^Tφ_{(1:k)}, where φ_{(1:k)} is the matrix of k eigenvectors associated with the k largest eigenvalues of cov(X), x_i is some data point and X is the data matrix.
A matrix object of filter values.
tp_data = chicken_generator(1) filter_pca(dat=tp_data[,-1])
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