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FactoMineR (version 2.9)

estim_ncp: Estimate the number of components in Principal Component Analysis

Description

Estimate the number of components in PCA .

Usage

estim_ncp(X, ncp.min=0, ncp.max=NULL, scale=TRUE, method="GCV")

Value

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")

References

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.

See Also

PCA

Examples

Run this code
data(decathlon)
nb.dim <- estim_ncp(decathlon[,1:10],scale=TRUE)

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