StatDA (version 1.5)

rg.mva: Non-robust Multivariate Data Analysis

Description

Procedure to undertake non-robust multivariate data analysis. The saved list may be passed to other rotation and display functions

Usage

rg.mva(x, main = deparse(substitute(x)))

Arguments

x

data

main

used for the list

Value

• n
  number of rows
• p
  number of columns
• wts
  the weights for the covariance matrix
• mean
  the mean of the data
• cov
  the covariance
• sd
  the standard deviation
• r
  correlation matrix
• eigenvalues
  eigenvalues of the SVD
• econtrib
  proportion of eigenvalues in %
• eigenvectors
  eigenvectors of the SVD
• rload
  loadings matrix
• rcr
  standardised loadings matrix
• vcontrib
  scores variance
• pvcontrib
  proportion of scores variance in %
• cpvcontrib
  cummulative proportion of scores variance
• md
  Mahalanbois distance
• ppm
  probability for outliegness using F-distribution
• epm
  probability for outliegness using Chisquared-distribution

Details

Procesure to undertake non-robust multivariate data analyses; the object generated is identical to that of rg.robmva so that the savedlist may be passed to other rotation and display functions. Thus weights are set to 1, and other variables are set to appropriate defaults. The estimation of Mahalanobis distances is only undertaken if x is nonsingular, i.e. the lowest eigenvalue is > 10e-4.

References

C. Reimann, P. Filzmoser, R.G. Garrett, and R. Dutter: Statistical Data Analysis Explained. Applied Environmental Statistics with R. John Wiley and Sons, Chichester, 2008.

Examples

#input data
data(ohorizon)
vegzn=ohorizon[,"VEG_ZONE"]
veg=rep(NA,nrow(ohorizon))
veg[vegzn=="BOREAL_FOREST"] <- 1
veg[vegzn=="FOREST_TUNDRA"] <- 2
veg[vegzn=="SHRUB_TUNDRA"] <- 3
veg[vegzn=="DWARF_SHRUB_TUNDRA"] <- 3
veg[vegzn=="TUNDRA"] <- 3
el=c("Ag","Al","As","B","Ba","Bi","Ca","Cd","Co","Cu","Fe","K","Mg","Mn",
  "Na","Ni","P","Pb","Rb","S","Sb","Sr","Th","Tl","V","Y","Zn")
x <- log10(ohorizon[!is.na(veg),el])
v <- veg[!is.na(veg)]

rg.mva(as.matrix(x[v==1,]))