Rpca:

In musto101/wilcox_R: What the package does (short line)

Usage

Rpca(x, p = ncol(x) - 1, locfun = llocv2, loc.val = NULL, iter = 100, SCORES = FALSE, gvar.fun = cov.mba, SEED = TRUE, ...)

Arguments

x
p
locfun
loc.val
iter
SCORES
gvar.fun
SEED
...

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (x, p = ncol(x) - 1, locfun = llocv2, loc.val = NULL, 
    iter = 100, SCORES = FALSE, gvar.fun = cov.mba, SEED = TRUE, 
    ...) 
{
    if (SEED) 
        set.seed(2)
    x <- elimna(x)
    n <- nrow(x)
    m <- ncol(x)
    if (is.null(loc.val)) 
        info <- locfun(x, ...)$center
    if (!is.null(loc.val)) 
        info <- loc.val
    for (i in 1:n) x[i, ] <- x[i, ] - info
    vals <- NA
    z <- matrix(nrow = n, ncol = p)
    bval <- array(NA, c(p, m, iter))
    for (it in 1:iter) {
        B <- matrix(runif(p * m), nrow = p, ncol = m)
        B <- t(ortho(t(B)))
        bval[, , it] <- B
        for (i in 1:n) z[i, ] <- B %*% as.matrix(x[i, ])
        vals[it] <- gvarg(z, var.fun = gvar.fun)
    }
    iord <- order(vals)
    Bop <- 0 - bval[, , iord[iter]]
    zval <- NULL
    if (SCORES) {
        for (i in 1:n) z[i, ] <- Bop %*% as.matrix(x[i, ])
        zval <- z
    }
    list(B = Bop, gen.var = vals[iord[iter]], scores = zval)
  }

musto101/wilcox_R documentation built on May 23, 2019, 10:52 a.m.