| PcaClassic {rrcov} | R Documentation |
Performs a principal components analysis and returns the results as an object of class PcaClassic (aka constructor).
PcaClassic(x, ...) ## Default S3 method: PcaClassic(x, k = 0, kmax = 10, trace=FALSE, ...) ## S3 method for class 'formula': PcaClassic(formula, data = NULL, subset, na.action, ...)
formula |
a formula with no response variable, referring only to numeric variables. |
data |
an optional data frame (or similar: see
model.frame) containing the variables in the
formula formula. |
subset |
an optional vector used to select rows (observations) of the
data matrix x. |
na.action |
a function which indicates what should happen
when the data contain NAs. The default is set by
the na.action setting of options, and is
na.fail if that is unset. The default is na.omit. |
... |
arguments passed to or from other methods. |
x |
a numeric matrix (or data frame) which provides the data for the principal components analysis. |
k |
number of principal components to compute. If k is missing,
or k = 0, the algorithm itself will determine the number of
components by finding such k that l_k/l_1 >= 10.E-3 and
Σ_{j=1}^k l_j/Σ_{j=1}^r l_j >= 0.8.
It is preferable to investigate the scree plot in order to choose the number
of components and the run again. Default is k=0. |
kmax |
maximal number of principal components to compute.
Default is kmax=10. If k is provided, kmax
does not need to be specified, unless k is larger than 10. |
trace |
whether to print intermediate results. Default is trace = FALSE |
An S4 object of class PcaClassic-class which is a subclass of the
virtual class Pca-class.
This function can be seen as a wrapper arround prcomp() from {stats} which returns the results of the PCA in a class compatible with the object model for robust PCA.
Valentin Todorov valentin.todorov@chello.at