NIPALSPCA function

NIPALS algorithm for PCA

Classical NIPALS algorithm for PCA and Biplot.

NIPALSPCA(X, dimens = 2, tol = 1e-06, maxiter = 1000)

Arguments

• X: The data matrix.
• dimens: The dimension of the solution
• tol: Tolerance of the algorithm.
• maxiter: Maximum number of iteratios.

Details

Classical NIPALS algorithm for the singular value decomposition that allows for the construction of PCA and Biplot.

Returns

The singular value decomposition

• u: The coordinates of the rows (standardized)

• d: The singuklar values

• v: The coordinates of the columns (standardized)

References

Wold, H. (1966). Estimation of principal components and related models by iterative least squares. Multivariate analysis. ACEDEMIC PRESS. 391-420.

Author(s)

Jose Luis Vicente Villardon

Examples

# Not yet