prcompReconError: Principal components reconstruction error

In luca-scr/smef: Statistical Methods for Economy and Finance

Description

Return the squared reconstruction error from using a subset of principal components.

Usage

prcompReconError(object, data, ...)

Arguments

object	an object returned by 'prcomp' function.
data	the original data matrix
...	additional arguments to be passed to the low level functions.

Value

A data frame containing the reconstruction error (RE), the mean square error (MSE), and the R^2 for increasing value of principal components.

Examples

PCA = prcomp(iris[,1:4])
df = prcompReconError(PCA, iris[,1:4])
zapsmall(df,5)

luca-scr/smef documentation built on Feb. 22, 2022, 8:32 p.m.