Principal Component Analysis for interval-censored data as described in Cecere, Groenen and Lesaffre (2013).
icbiplot(L, R, p =2, MaxIter =10000, tol =1e-06, plotit =TRUE, seed =NULL,...)
Arguments
L: Matrix of dimension number of individuals/samples by number of variables with left endpoints of observed intervals.
R: Matrix of dimension number of individuals/samples by number of variables with right endpoints of observed intervals.
p: Dimension of the solution. Default value is p=2.
MaxIter: Maximum number of iterations in the iterative minimazation algorithm
tol: Tolerance when convergence is declared
plotit: Logical value. Default equals TRUE. A biplot in dimension 2 is plotted.
seed: The seed for the random number generator. If NULL, current R system seed is used.
...: further arguments to be passed.
Returns
Returns a list with the following components - X: matrix of number of individuals times 2 (p) with coordinates representing the individuals
Y: matrix of number of variables times 2 (p) with coordinates representing the variables
H: matrix of number of individuals times number of variables with approximated events
DAF: Disperssion accounted for (DAF) index
FpV: matrix showing the fit per variable
iter: number of iterations performed
References
Cecere, S., Groenen, P. J. F., and Lesaffre, E. (2013). The interval-censored biplot. Journal of Computational and Graphical Statistics, 22 (1), 123-134.