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MultBiplotR (version 23.11.0)

NIPALSPCA: NIPALS algorithm for PCA

Description

Classical NIPALS algorithm for PCA and Biplot.

Usage

NIPALSPCA(X, dimens = 2, tol = 1e-06, maxiter = 1000)

Value

The singular value decomposition

u

The coordinates of the rows (standardized)

d

The singuklar values

v

The coordinates of the columns (standardized)

Arguments

X

The data matrix.

dimens

The dimension of the solution

tol

Tolerance of the algorithm.

maxiter

Maximum number of iteratios.

Author

Jose Luis Vicente Villardon

Details

Classical NIPALS algorithm for the singular value decomposition that allows for the construction of PCA and Biplot.

References

Wold, H. (1966). Estimation of principal components and related models by iterative least squares. Multivariate analysis. ACEDEMIC PRESS. 391-420.

Examples

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