pcaR1: Rotation Invariant L1-Principal Components Analysis

In abnormally-distributed/cvreg: Cross Validation and Robust Estimation Utilities

Description

Rotation Invariant L1-Principal Components Analysis

Usage

pcaR1(
  x,
  ncomp = min(nrow(x) - 1, ncol(x)),
  scale = T,
  maxit = 500,
  tol = 1e-08
)

Arguments

x	a matrix or data frame containing only numeric variables
ncomp	the number of components to retain.
scale	should the variables be scaled prior to analysis? Defaults to TRUE.
maxit	the maximum number of iterations for the L1-SVD algorithm. defaults to 500.
tol	convergence tolerance. defaults to 1e-8

Value

an object of class PrincipalComp

References

Hawkins, D.M.; Liu, L.; Young, S.S. (2001) Robust Singular Value Decomposition, National Institute of Statistical Sciences, Technical Report Number

Examples

pcaR1(x, 3)

abnormally-distributed/cvreg documentation built on May 3, 2020, 3:45 p.m.