DrBats (version 0.1.6)

pca.Deville: Perform a PCA using Deville's method

Description

Perform a PCA using Deville's method

Usage

pca.Deville(X, t, t.range, breaks)

Arguments

X

a data matrix

t

a matrix of observation times corresponding to X

t.range

the range of observation times in vector form (ex. t.range = c(0, 1000))

breaks

integer number of histogram windows

Value

X.histo the matrix projected onto the histogram basis

U.histo a matrix of eigenvectors in the histogram basis

Cp a matrix of principal components

lambda a vector of eigenvalues

perc.lambda a vector of the percentage of total inertia explained by each principal component

References

JC Deville, "Methodes statisiques et numeriques de l'analyse harmonique", Annales de l'INSEE, 1974.

Examples

# NOT RUN {
res <- drbats.simul(N = 5, P = 100, t.range = c(5, 100), breaks = 8)
res.pca <- pca.Deville(res$X, res$t.simul, t.range = c(5, 100), breaks = 8)
res.pca

# }