marpca:

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

Usage

marpca(x, p = ncol(x) - 1, N1 = 3, N2 = 2, tol = 0.001, N2p = 10, Nran = 50, Nkeep = 10, SEED = TRUE, LSCALE = TRUE, SCORES = FALSE)

Arguments

x
p
N1
N2
tol
N2p
Nran
Nkeep
SEED
LSCALE
SCORES

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, N1 = 3, N2 = 2, tol = 0.001, N2p = 10, 
    Nran = 50, Nkeep = 10, SEED = TRUE, LSCALE = TRUE, SCORES = FALSE) 
{
    x <- elimna(x)
    Cmat <- NULL
    if (Nkeep > Nran) 
        stop("Must have Nkeep<=Nran")
    if (SEED) 
        set.seed(2)
    n <- nrow(x)
    m <- ncol(x)
    q <- m - p
    if (q < 0) 
        stop("p should have value between 0 and ncol(x)")
    if (q > 0) {
        bkeep <- array(dim = c(q, m, Nran))
        akeep <- matrix(nrow = Nran, ncol = q)
        sig.val <- NA
        for (it in 1:Nran) {
            temp <- marpca.sub(x, p, N1 = N1, N2 = N2, tol = tol, 
                LSCALE = LSCALE)
            bkeep[, , it] <- temp$B
            akeep[it, ] <- temp$a
            sig.val[it] <- temp$var.op
        }
        ord <- order(sig.val)
        bkeep2 <- array(dim = c(q, m, Nkeep))
        cmatkeep <- array(dim = c(m, m, Nkeep))
        akeep2 <- matrix(nrow = Nkeep, ncol = q)
        sig.val2 <- NA
        for (it in 1:Nkeep) {
            temp <- marpca.sub(x, p, N1 = 0, N2 = N2p, tol = tol, 
                B = bkeep[, , ord[it]], a = akeep[ord[it], ], 
                LSCALE = LSCALE)
            bkeep2[, , it] <- temp$B
            akeep2[it, ] <- temp$a
            sig.val2[it] <- temp$var.op
            cmatkeep[, , it] <- temp$wt.cov
        }
        ord <- order(sig.val2)
        B <- bkeep2[, , ord[1]]
        a <- akeep2[ord[1], ]
        var.op <- sig.val2[ord[1]]
        Cmat <- cmatkeep[, , ord[1]]
    }
    wt.mu <- NULL
    if (q == 0) {
        output <- marpca.sub(x, 0, LSCALE = LSCALE)
        B <- output$B
        a <- output$a
        var.op <- output$var.op
        wt.mu <- output$mu
        Cmat <- output$wt.cov
    }
    scores <- NULL
    if (SCORES) {
        ev <- eigen(Cmat)
        ord.val <- order(ev$values)
        mn1 <- m - p + 1
        wt.mu <- marpca.sub(x, p = p)$mu
        Bp <- ev$vectors[, ord.val[mn1:m]]
        xmmu <- x
        for (j in 1:m) xmmu[, j] <- x[, j] - wt.mu[j]
        scores <- matrix(ncol = p, nrow = n)
        for (i in 1:n) scores[i, ] <- t(Bp) %*% as.matrix(xmmu[i, 
            ])
    }
    list(B = B, a = a, var.op = var.op, wt.cov = Cmat, wt.mu = wt.mu, 
        scores = scores)
  }

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