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