testdim function

Function to perform a test of dimensionality

This functions allow to test for the number of axes in multivariate analysis. The procedure testdim.pca implements a method for principal component analysis on correlation matrix. The procedure is based on the computation of the RV coefficient.

testdim(object, ...)
## S3 method for class 'pca'
testdim(object, nrepet = 99, nbax = object$rank, alpha = 0.05, ...)

Arguments

• object: an object corresponding to an analysis (e.g. duality diagram, an object of class dudi)
• nrepet: the number of repetitions for the permutation procedure
• nbax: the number of axes to be tested, by default all axes
• alpha: the significance level
• ...: other arguments

Returns

An object of the class krandtest. It contains also: - nb: The estimated number of axes to keep

• nb.cor: The number of axes to keep estimated using a sequential Bonferroni procedure

References

Dray, S. (2008) On the number of principal components: A test of dimensionality based on measurements of similarity between matrices. Computational Statistics and Data Analysis, Volume 52 , 2228--2237. doi:10.1016/j.csda.2007.07.015

Author(s)

Stéphane Dray stephane.dray@univ-lyon1.fr

See Also

dudi.pca, RV.rtest,testdim.multiblock

Examples

tab <- data.frame(matrix(rnorm(200),20,10))
pca1 <- dudi.pca(tab,scannf=FALSE)
test1 <- testdim(pca1)
test1
test1$nb
test1$nb.cor
data(doubs)
pca2 <- dudi.pca(doubs$env,scannf=FALSE)
test2 <- testdim(pca2)
test2
test2$nb
test2$nb.cor