covAxis {ICS} | R Documentation |
This matrix can be used to get from ics
the principal axes which is then known
as principal axis analysis.
covAxis(X, na.action = na.fail)
X |
numeric data matrix or dataframe. |
na.action |
a function which indicates what should happen when the data contain 'NA's. Default is to fail. |
The covAxis
matrix V is a given for a sample of size n as
p ave{[(x_i-x_bar)S^{-1}(x_i-x_bar)']^(-1) (x_i-x_bar)'(x_i-x_bar)},
where x_bar is the mean vector and S the regular covariance matrix.
covAxis
can be used to perform a Prinzipal Axis Analysis (Critchley et al. 2007) using the function ics
.
In that case for a centered data matrix X covAxis
can be used as S2 in ics
, where S1 should be in that
case the regular covariance matrix.
Matrix of the estimated scatter.
Klaus Nordhausen, klaus.nordhausen@uta.fi
Critchley , F., Pires, A. and Amado, C. (2007), Principal axis analysis, manuscript, ?, ?–?.
Tyler, D.E., Critchley, F., Dümbgen, L. and Oja, H. (2007), Invariant coordinate selecetion, submitted, ?, ?–?.
data(iris) iris.centered <- sweep(iris[,1:4], 2, colMeans(iris[,1:4]), "-") iris.paa <- ics(iris.centered, cov, covAxis, stdKurt = FALSE) summary(iris.paa) plot(iris.paa, col=as.numeric(iris[,5])) mean(iris.paa@gKurt) emp.align <- iris.paa@gKurt emp.align screeplot(iris.paa) abline(h = 1)