Truncated.NIPALSPCA: Truncated version of the NIPALS algorithm for PCA.
Description
Truncated version of the NIPALS algorithm for PCA.
Usage
Truncated.NIPALSPCA(X, dimens = 2, tol = 1e-06, maxiter = 1000, lambda = 0.02)
Value
The singular value decomposition
- u
The coordinates of the rows (standardized)
- d
The singuklar values
- v
The coordinates of the columns (standardized)
Arguments
- X
The data matrix.
- dimens
The dimension of the solution
- tol
Tolerance of the algorithm.
- maxiter
Maximum number of iteratios.
- lambda
Value used for truncation
Author
Jose Luis Vicente Villardon
Details
Classical NIPALS algorithm for the singular value decomposition that allows for the construction of PCA and Biplot.
References
Have to be written