Pre-processed (centered, scaled) numerical matrix
samples in rows and variables as columns.
nPcs
Number of components that should be extracted.
varLimit
Optionally the ratio of variance that should be
explained. nPcs is ignored if varLimit < 1
maxSteps
Defines how many iterations can be done before
algorithm should abort (happens almost exclusively when there were
some wrong in the input data).
threshold
The limit condition for judging if the algorithm
has converged or not, specifically if a new iteration is done if
$(T_{old} - T)^T(T_{old} - T) > \code{limit}$.
...
Only used for passing through arguments.
Value
A pcaRes object.
Details
Can be used for computing PCA on a numeric matrix using either the
NIPALS algorithm which is an iterative approach for estimating the
principal components extracting them one at a time. NIPALS can
handle a small amount of missing values. It is not recommended to
use this function directely but rather to use the pca() wrapper
function.
References
Wold, H. (1966) Estimation of principal components and
related models by iterative least squares. In Multivariate
Analysis (Ed., P.R. Krishnaiah), Academic Press, NY, 391-420.