pcaMethods (version 1.64.0)

leverage,pcaRes-method: Extract leverages of a PCA model

Description

The leverages of PCA model indicate how much influence each observation has on the PCA model. Observations with high leverage has caused the principal components to rotate towards them. It can be used to extract both "unimportant" observations as well as picking potential outliers.

Usage

"leverage"(object)

Arguments

object
a pcaRes object

Value

The observation leverages as a numeric vector

Details

Defined as $Tr(T(T'T)^(-1)T')$

References

Introduction to Multi- and Megavariate Data Analysis using Projection Methods (PCA and PLS), L. Eriksson, E. Johansson, N. Kettaneh-Wold and S. Wold, Umetrics 1999, p. 466

Examples

Run this code
data(iris)
pcIr <- pca(iris[,1:4])
## versicolor has the lowest leverage
with(iris, plot(leverage(pcIr)~Species))

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