Property plots for relevant component analysis
Plot summary of relevant component analysis.
plotprops(Y, X, doscaleX = FALSE, docenterX = TRUE, ncomp, subset)
Y
: Response matrix.X
: Predictor matrix.doscaleX
: Standardize predictors.docenterX
: Center predictors.ncomp
: Number of singular values and eigenvalues to extract.subset
: Subset of predictor and response.Only plotting.
Helland, I.S. & T. Almøy (1994) Comparison of prediction methods when only a few components are relevant. JASA 89, 583-591.
Solve Sæbø
X <- matrix(rnorm(100),20,5) Y <- matrix(rnorm(20),20,1) plotprops(Y, X, doscaleX = FALSE, docenterX = TRUE, 5)