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
Details
The NIPALS algorithm is well-known in chemometrics. It is an
algorithm for computing PCA scores and loadings. The advantage
is that the components 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.