R/ospca_loading.R

In hiroyukiyamamoto/loadings: Loadings for Principal Component Analysis and Partial Least Squares

ospca_loading <- function(ospca){
  MT <- data.frame(ospca$MT)
  P <- data.frame(ospca$P)
  U <- data.frame(ospca$U)
  Q <- data.frame(ospca$Q)
  n <- nrow(MT)
  OSPC_loadings <- NULL
  p_OSPCA <- NULL
  for (i in 1:ncol(MT)) {
    Wx <- P[, i]
    Wy <- Q[, i]
    S <- U[, i]
    lambda <- stats::cov(MT[, i], U[, i])
    loading <- (sqrt(n - 1) * lambda * Wx)/as.numeric(sqrt(t(S) %*% S))
    p <- 2 * stats::pt(abs(loading) * sqrt(n - 2)/sqrt(1 - loading^2), n - 2, lower.tail = FALSE)
    OSPC_loadings <- cbind(OSPC_loadings, loading)
    p_OSPCA <- cbind(p_OSPCA, p)
  }
  ospca$loading$R <- OSPC_loadings
  ospca$loading$p.value <- p_OSPCA
  return(ospca)
}