NIPALS is an algorithm for computing PCA scores and loadings.
Usage
nipals(X, a, it = 10, tol = 1e-04)
Arguments
X
numeric data frame or matrix
a
maximum number of principal components to be computed
it
maximum number of iterations
tol
tolerance limit for convergence of the algorithm
Value
Tmatrix with the PCA scores
Pmatrix with the PCA loadings
Details
The NIPALS algorithm is well-known in chemometrics. It is an
algorithm for computing PCA scores and loadings. The advantage
is that the composents are computed one after the other, and
one could stop at a desired number of components.
References
K. Varmuza and P. Filzmoser: Introduction to Multivariate Statistical Analysis
in Chemometrics. CRC Press, Boca Raton, FL, 2009.