PCAvariables: <PCAvariables>
In rickycant90/BMLgarch: Econometric and Mathematic tools for market analysis and portfolio optimization.
Description
<Performing PCA and reducing a data frame dimension by discarding the less explanatory variables in terms of global variance.>
Usage
1
PCAvariables(df, n = 1, minexpl = 0.15)
Arguments
df
A data.frame object.
n
Integer, number of PCA's to simulate in order to impute missing data, with missMDA package, default is 1.
minexpl
Real number from 0 to 1, minimum proportion of explained variance to keep each column of the data.frame; default is 0.15.
rickycant90/BMLgarch documentation built on May 23, 2019, 10:36 p.m.
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Description
<Performing PCA and reducing a data frame dimension by discarding the less explanatory variables in terms of global variance.>
Usage
1 | PCAvariables(df, n = 1, minexpl = 0.15)
|
Arguments
df |
A data.frame object. |
n |
Integer, number of PCA's to simulate in order to impute missing data, with missMDA package, default is 1. |
minexpl |
Real number from 0 to 1, minimum proportion of explained variance to keep each column of the data.frame; default is 0.15. |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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