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NIPALS is an algorithm for computing PCA scores and loadings.
nipals(X, a, it = 10, tol = 1e-04)
matrix with the PCA scores
matrix with the PCA loadings
numeric data frame or matrix
maximum number of principal components to be computed
maximum number of iterations
tolerance limit for convergence of the algorithm
Peter Filzmoser <P.Filzmoser@tuwien.ac.at>
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.
K. Varmuza and P. Filzmoser: Introduction to Multivariate Statistical Analysis in Chemometrics. CRC Press, Boca Raton, FL, 2009.
data(glass)
res <- nipals(glass,a=2)
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