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ICtest (version 0.3-5)

Estimating and Testing the Number of Interesting Components in Linear Dimension Reduction

Description

For different linear dimension reduction methods like principal components analysis (PCA), independent components analysis (ICA) and supervised linear dimension reduction tests and estimates for the number of interesting components (ICs) are provided.

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Version

Install

install.packages('ICtest')

Monthly Downloads

294

Version

0.3-5

License

GPL (>= 2)

Maintainer

Klaus Nordhausen

Last Published

May 18th, 2022

Functions in ICtest (0.3-5)

ICSboot

Boostrap-based Testing for the Number of Gaussian Components in NGCA Using Two Scatter Matrices
NGPPsim

Signal Subspace Dimension Testing Using non-Gaussian Projection Pursuit
NGPP

Non-Gaussian Projection Pursuit
PCAasymp

Testing for Subsphericity using the Covariance Matrix or Tyler's Shape Matrix
FOBIboot

Boostrap-based Testing for the Number of Gaussian Components in ICA Using FOBI
FOBIasymp

Testing for the Number of Gaussian Components in NGCA or ICA Using FOBI
PCAaug

Augmentation Estimate for PCA
covSIR

Supervised Scatter Matrix as Used in Sliced Inverse Regression
SIRladle

Ladle Estimate for SIR
NGPPest

Signal Subspace Dimension Testing Using non-Gaussian Projection Pursuit
PCAboot

Bootstrap-Based Testing for Subsphericity
FOBIladle

Ladle Estimate to Estimate the Number of Gaussian Components in ICA or NGCA
SIRboot

Testing the Subspace Dimension for Sliced Inverse Regression Using Bootstrapping.
print.ladle

Printing an Object of Class ladle
SIRasymp

Testing the Subspace Dimension for Sliced Inverse Regression.
components

Generic Components Extraction Function
summary.ladle

Summarizing an Object of Class ladle
ggscreeplot

ggplot2-style screeplot
ggscreeplot.ictest

Screeplot for an ictest Object Using ggplot2
ggplot.ictest

Scatterplot Matrix for a ictest Object using ggplot2
screeplot.ictest

Screeplot for an ictest Object
ggplot.ladle

Scatterplot Matrix for a ladle Object using ggplot2
PCAladle

Ladle Estimate for PCA
rMU

Greek Letter mu Shaped Bivariate Data Generation
rOMEGA

Greek Letter Omega Shaped Bivariate Data Generation
ggladleplot

Ladle Plot for an Object of Class ladle Using ggplot2
plot.ictest

Scatterplot Matrix for a ictest Object
PCAschott

Testing for Subsphericity using the Schott's test
plot.ladle

Plotting an Object of Class ladle
ladleplot

Ladle Plot for an Object of Class ladle
ladle

Ladle estimate for an arbitrary matrix
rorth

Random Orthogonal Matrix Creation Uniform WRT the Haar Measure.