| covAxis {ICS} | R Documentation |
This matrix can be used to get from ics the principal axes which is then known
as principal axis analysis.
covAxis(X, na.action = na.fail)
X |
numeric data matrix or dataframe. |
na.action |
a function which indicates what should happen when the data contain 'NA's. Default is to fail. |
The covAxis matrix V is a given for a sample of size n as
p ave{[(x_i-x_bar)S^{-1}(x_i-x_bar)']^(-1) (x_i-x_bar)'(x_i-x_bar)},
where x_bar is the mean vector and S the regular covariance matrix.
covAxis can be used to perform a Prinzipal Axis Analysis (Critchley et al. 2007) using the function ics.
In that case for a centered data matrix X covAxis can be used as S2 in ics, where S1 should be in that
case the regular covariance matrix.
Matrix of the estimated scatter.
Klaus Nordhausen, klaus.nordhausen@uta.fi
Critchley , F., Pires, A. and Amado, C. (2007), Principal axis analysis, manuscript, ?, ?–?.
Tyler, D.E., Critchley, F., Dümbgen, L. and Oja, H. (2009), Invariant coordinate selecetion, Journal of the Royal Statistical Society,Series B, ?, ?–?.
data(iris) iris.centered <- sweep(iris[,1:4], 2, colMeans(iris[,1:4]), "-") iris.paa <- ics(iris.centered, cov, covAxis, stdKurt = FALSE) summary(iris.paa) plot(iris.paa, col=as.numeric(iris[,5])) mean(iris.paa@gKurt) emp.align <- iris.paa@gKurt emp.align screeplot(iris.paa) abline(h = 1)