FCPCA: Flury's Common Principal Component Analysis
Description
Common principal component Analysis
Usage
FCPCA(Data, Group, Scale = FALSE, graph = FALSE)
Arguments
Data
a numeric matrix or data frame
Group
a vector of factors associated with group structure
Scale
scaling variables, by default is False. By default data are centered within groups.
graph
should loading and component be plotted
Value
list with the following results:
Data
Original data
Con.Data
Concatenated centered data
split.Data
Group centered data
Group
Group as a factor vector
loadings.common
Matrix of common loadings
lambda
The specific variances of group
exp.var
Percentages of total variance recovered associated with each dimension
References
B. N. Flury (1984). Common principal components in k groups.
Journal of the American Statistical Association, 79, 892-898.
A. Eslami, E. M. Qannari, A. Kohler and S. Bougeard (2013). General overview
of methods of analysis of multi-group datasets,
Revue des Nouvelles Technologies de l'Information, 25, 108-123.