get.options.pca

Use this function to get PCA options in estim.bin, estim.sur, estim.varma, or s.pca functions.

Methods and tools for model selection and multi-model inference (Burnham and Anderson (2002) <doi:10.1007/b97636>, among others).
'SUR' (for parameter estimation), 'logit'/'probit' (for binary classification), and 'VARMA' (for time-series forecasting) are implemented.
Evaluations are both in-sample and out-of-sample.
It is designed to be efficient in terms of CPU usage and memory consumption.

Ramin Mojab

Automated Uncertainty Analysis

Stephen Becker

get.options.pca function

<dl><dt>ignoreFirst</dt>
<dd>A number representing the number of variables to exclude at the beginning of data matrices (such as intercept) from PCA.</dd>
<dt>exactCount</dt>
<dd>A number that determines the number of components to be used. If zero, the number of components is determined by the <code>cutoffRate</code>.</dd>
<dt>cutoffRate</dt>
<dd>A number between 0 and 1 that determines the cutoff rate for the cumulative variance ratio in order to determine the number of PCA components. It is not used if <code>exactCount</code> is positive.</dd>
<dt>max</dt>
<dd>A number representing the maximum number of components when <code>cutoffRate</code> is used.</dd></dl>

Arguments

Get Options for PCA — get.options.pca

<dl>

<dt>ignoreFirst</dt>
<dd>A number representing the number of variables to exclude at the beginning of data matrices (such as intercept) from PCA.</dd>


<dt>exactCount</dt>
<dd>A number that determines the number of components to be used. If zero, the number of components is determined by the <code>cutoffRate</code>.</dd>


<dt>cutoffRate</dt>
<dd>A number between 0 and 1 that determines the cutoff rate for the cumulative variance ratio in order to determine the number of PCA components. It is not used if <code>exactCount</code> is positive.</dd>


<dt>max</dt>
<dd>A number representing the maximum number of components when <code>cutoffRate</code> is used.</dd>

</dl>

get.options.pca: Get Options for PCA

Description

Usage

Value

Arguments

Details

See Also

Examples