R/robpcaS.R

robpcaS <-
function(x,SCORES=FALSE,STAND=TRUE,est=tmean,varfun=winvar,SEED=TRUE){
#
# An abbreviated form of robpca.
#
# compute eigen values to determine proportion of scatter.
# Goal is to see how many components are needed
#
x=elimna(x)
if(STAND)x=standm(x,est=est,scat=varfun)
v=robpca(x,pr=FALSE,plotit=FALSE,SEED=SEED)
cumsum(v$L/sum(v$L))
val=matrix(NA,ncol=length(v$L),nrow=4)
scores=NULL
if(SCORES)scores=v$T
dimnames(val)=list(c("Number of Comp.","Robust Stand Dev","Proportion Robust var","Cum. Proportion"),
NULL)
val[1,]=c(1:length(v$L))
val[2,]=sqrt(v$L)
val[3,]=v$L/sum(v$L)
val[4,]=cumsum(v$L/sum(v$L))
list(summary=val,scores=scores)
}
musto101/wilcox_R documentation built on May 23, 2019, 10:52 a.m.