arrayspc: Sparse PCs of Microarrays
Description
Sparse PC by iterative SVD and soft-thresholdingUsage
arrayspc(x,K=1,para,use.corr=FALSE, max.iter=100,trace=FALSE,eps=1e-3)
Arguments
K
Number of components. Default is 1.
para
The thresholding parameters. A vector of length K.
use.corr
Perform PCA on the correlation matrix? This option is
only effective when the argument type is set "data".
max.iter
Maximum number of iterations.
trace
If TRUE, prints out its progress.
eps
Convergence criterion.
Value
- A "arrayspc" object is returned.
Details
The function is equivalent to a special case of spca() with the quadratic
penalty=infinity. It is specifically designed for the case p>>n, like microarrays.References
Zou, H., Hastie, T. and Tibshirani, R. (2004) "Sparse principal component
analysis" Technical report, Statistics Dept. Stanford University