incrementalpca_wrapper: incrementalpca_wrapper

In jdestefani/ExtendedDFML: Extended Dynamic Factor Machine Learner

Description

Wrapper function for the iterative PCA method (onlinePCA::incRpca).

Usage

incrementalpca_wrapper(
  X,
  components = 10,
  init_sample_percentage = 0.5,
  stop_iterative = FALSE,
  centered = TRUE
)

Arguments

X	Input dataset - Numeric matrix
components	Desired number of PCA components - Numeric
init_sample_percentage	Percentage of the input dataset to be used as initialisation for iterative PCA - numeric
stop_iterative	Boolean flag to select whether the iterative part would be performed or not - boolean
centered	Boolean flag to selected whether a centering of the dataset would be performed or not - boolean

Value

pca - List containing:

• values: Matrix containing the eigenvalues associated to PCA

• vectors: Matrix containing the eigenvectors associated to PCA as columns

jdestefani/ExtendedDFML documentation built on Dec. 20, 2021, 10:04 p.m.