Returns ncp the best number of dimensions to use (find the minimum or the first local minimum) and the
mean error for each dimension tested
Arguments
X
a data frame with continuous variables
ncp.min
minimum number of dimensions to interpret, by default 0
ncp.max
maximum number of dimensions to interpret, by default NULL which corresponds to the number of columns minus 2
scale
a boolean, if TRUE (value set by default) then data are scaled to unit variance
method
method used to estimate the number of components, "GCV" for the generalized cross-validation approximation or "Smooth" for the smoothing method (by default "GCV")
Josse, J. and Husson, F. (2012). Selecting the number of components in PCA using cross-validation approximations. Computational Statistics and Data Analysis, 56, 1869-1879.