PcaCov-class {rrcov}R Documentation

Class "PcaCov" - Robust PCA based on a robust covariance matrix

Description

Robust PCA are obtained by replacing the classical covariance matrix by a robust covariance estimator. This can be one of the available in rrcov estimators, i.e. MCD, OGK, M or S estimator.

Objects from the Class

Objects can be created by calls of the form new("PcaCov", ...) but the usual way of creating PcaHubert objects is a call to the function PcaCov which serves as a constructor.

Slots

delta:
Accuracy parameter
quan:
Object of class "numeric" The quantile h used throughout the algorithm
call:
Object of class "language"
center:
Object of class "vector" the center of the data
loadings:
Object of class "matrix" the matrix of variable loadings (i.e., a matrix whose columns contain the eigenvectors)
eigenvalues:
Object of class "vector" the eigenvalues
scores:
Object of class "matrix" the scores - the value of the rotated data (the centred (and scaled if requested) data multiplied by the rotation matrix) is returned. Hence, cov(scores) is the diagonal matrix diag(eigenvalues)
k:
Object of class "numeric" number of (choosen) principal components
sd:
Object of class "Uvector" Score distances within the robust PCA subspace
od:
Object of class "Uvector" Orthogonal distances to the robust PCA subspace
cutoff.sd:
Object of class "numeric" Cutoff value for the score distances
cutoff.od:
Object of class "numeric" Cutoff values for the orthogonal distances
flag:
Object of class "Uvector" The observations whose score distance is larger than cutoff.sd or whose orthogonal distance is larger than cutoff.od can be considered as outliers and receive a flag equal to zero. The regular observations receive a flag 1
n.obs:
Object of class "numeric" the number of observations

Extends

Class "PcaRobust", directly. Class "Pca", by class "PcaRobust", distance 2.

Methods

getQuan
signature(obj = "PcaCov"): ...

Author(s)

Valentin Todorov valentin.todorov@chello.at

See Also

PcaRobust-class, Pca-class, PcaClassic, PcaClassic-class

Examples

showClass("PcaCov")

[Package rrcov version 0.4-06 Index]