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.