nipals {chemometrics}R Documentation

PCA calculation with the NIPALS algorithm

Description

NIPALS is an algorithm for computing PCA scores and loadings.

Usage

nipals(X, a, it = 10, tol = 1e-04)

Arguments

X numeric data frame or matrix
a maximum number of principal components to be computed
it maximum number of iterations
tol tolerance limit for convergence of the algorithm

Details

The NIPALS algorithm is well-known in chemometrics. It is an algorithm for computing PCA scores and loadings. The advantage is that the composents are computed one after the other, and one could stop at a desired number of components.

Value

T matrix with the PCA scores
P matrix with the PCA loadings

Author(s)

Peter Filzmoser <P.Filzmoser@tuwien.ac.at>

References

K. Varmuza and P. Filzmoser: Introduction to Multivariate Statistical Analysis in Chemometrics. CRC Press. To appear.

See Also

princomp

Examples

data(glass)
res <- nipals(glass,a=2)

[Package chemometrics version 0.4 Index]