RobStatTM (version 1.0.1)

prcompRob: Robust Principal Components Cont'd

Description

This function uses the pcaRobS function to compute all principal components while behaving similarly to the prcomp function

Usage

prcompRob(x, rank. = NULL, delta.scale = 0.5, max.iter = 100L)

Arguments

x

data matrix with observations in rows

rank.

Maximal number of principal components to be used (optional)

delta.scale

"delta" parametor of the scale M-estimator (default = 0.5)

max.iter

maximum number of iterations (default = 100)

Value

sdev

the standard deviation of the principal components

rotation

matrix containing the factor loadings

x

matrix containing the rotated data

center

the centering used

Examples

# NOT RUN {
data(wine)

p.wine <- prcompRob(wine)
summary(p.wine)

## Choose only 5
p5.wine <- prcompRob(wine, rank. = 5)
summary(p5.wine)

# }