PP3 (version 1.2)

PP3slowDF3: Compute the projection index or its derivative.

Description

Computes the projection index or its derivative with respect to the input projection directions. Function is a simple wrapper for call to PP3ix3FromTU or PP3ix3dvsFromTU.

Usage

PP3fastIX3(Pvec, the.init, maxrow, k, maxcol, n, text)
PP3slowDF3(Pvec, the.init, maxrow, k, maxcol, n, text)

Arguments

Pvec

The projection direction. Here, a three-dimensional projection direction (matrix with three columns) is stacked into a single vector.

the.init

Projection index initialization info. From the function PP3init

maxrow

Maximum number of rows (usually equal to k) or variables.

k

Actual number of rows/variables.

maxcol

Maximum number of observations (usually equal to n).

n

Number of observations.

text

Integer. If set to 1 then the FORTRAN code prints out information messages. If set to 0, then it doesn't.

Value

PP3fastIX3 computes the projection index with respect to the input projection direction. PP3slowDF3 computes a numeric vector, of the same length as Pvec containing the derivative of the projection index with respect to every entry of Pvec.

Details

PP3fastIX3 computes the index only, and PP3slowDF3 computes the derivatives of the projection index with respect to the current projection direction (or, rather the Gram-Schmidt orthonormalised version). The word `slow' does not mean slow, but refers to the fact that this routine also computes the projection index, but slowly because the derivatives are also being computed.

References

Friedman, J.H. and Tukey, J.W. (1974) A projection pursuit algorithm for exploratory data analysis. IEEE Trans. Comput., 23, 881-890.

Jones, M.C. and Sibson, R. (1987) What is projection pursuit? (with discussion) J. R. Statist. Soc. A, 150, 1-36.

Nason, G. P. (1995) Three-dimensional projection pursuit. J. R. Statist. Soc. C, 44, 411-430.

Nason, G. P. (2001) Robust projection indices. J. R. Statist. Soc. B, 63, 551-567.

See Also

PP3ix3dvsFromTU, PP3many

Examples

# NOT RUN {
#
# Not designed for simple user use
#
# Since these functions are simple wrappers for PP3ix3FromTU and
# PP3ix3dvsFromTU, please consult their help functions. All these
# functions do is take a single projection vector and then split it into
# three to provide three separate projection vectors for the called
# functions.
#
# }