rrcov (version 1.3-8)

PcaClassic: Principal Components Analysis

Description

Performs a principal components analysis and returns the results as an object of class PcaClassic (aka constructor).

Usage

PcaClassic(x, ...)
## S3 method for class 'default':
PcaClassic(x, k = 0, kmax = ncol(x), scale=FALSE, signflip=TRUE, trace=FALSE, ...)
## S3 method for class 'formula':
PcaClassic(formula, data = NULL, subset, na.action, \dots)

Arguments

formula
a formula with no response variable, referring only to numeric variables.
data
an optional data frame (or similar: see model.frame) containing the variables in the formula formula.
subset
an optional vector used to select rows (observations) of the data matrix x.
na.action
a function which indicates what should happen when the data contain NAs. The default is set by the na.action setting of options, and is
...
arguments passed to or from other methods.
x
a numeric matrix (or data frame) which provides the data for the principal components analysis.
k
number of principal components to compute. If k is missing, or k = 0, the algorithm itself will determine the number of components by finding such k that $l_k/l_1 >= 10.E-3$ and $\Sigma_{j=1}^k l_j/
kmax
maximal number of principal components to compute. Default is kmax=10. If k is provided, kmax does not need to be specified, unless k is larger than 10.
scale
a logical value indicating whether the variables should be scaled to have unit variance. Alternatively, a vector of length equal the number of columns of x can be supplied. The value is passed to scale and the result of the scaling is stored i
signflip
a logical value indicating wheather to try to solve the sign indeterminancy of the loadings - ad hoc approach setting the maximum element in a singular vector to be positive. Default is signflip = FALSE
trace
whether to print intermediate results. Default is trace = FALSE

Value

References

Todorov V & Filzmoser P (2009), An Object Oriented Framework for Robust Multivariate Analysis. Journal of Statistical Software, 32(3), 1--47. URL http://www.jstatsoft.org/v32/i03/.

See Also

Pca-class, PcaClassic-class,