Truncated.NIPALSPCA function

Truncated version of the NIPALS algorithm for PCA.

Truncated.NIPALSPCA(X, dimens = 2, tol = 1e-06, maxiter = 1000, lambda = 0.02)

Arguments

• X: The data matrix.
• dimens: The dimension of the solution
• tol: Tolerance of the algorithm.
• maxiter: Maximum number of iteratios.
• lambda: Value used for truncation

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

Have to be written

Author(s)

Jose Luis Vicente Villardon

See Also

NIPALS.Biplot

Examples

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