pcaL1 (version 1.5.7)

pcal1: PCA-L1

Description

Performs a principal component analysis using the algorithm PCA-L1 given by Kwak (2008).

Usage

pcal1(X, projDim=1, center=TRUE, projections="none", initialize="l2pca")

Value

'pcal1' returns a list with class "pcal1" containing the following components:

loadings

the matrix of variable loadings. The matrix has dimension ncol(X) x projDim. The columns define the projected subspace.

scores

the matrix of projected points. The matrix has dimension nrow(X) x projDim.

dispExp

the proportion of L1 dispersion explained by the loadings vectors. Calculated as the L1 dispersion of the score on each component divided by the L1 dispersion in the original data.

projPoints

the matrix of projected points in terms of the original coordinates (reconstructions). The matrix has dimension nrow(X) x ncol(X).

Arguments

X

data, must be in matrix or table form.

projDim

number of dimensions to project data into, must be an integer, default is 1.

center

whether to center the data using the median, default is TRUE.

projections

whether to calculate reconstructions and scores using the L1 norm ("l1") the L2 norm ("l2") or not at all ("none", default).

initialize

initial guess for first component. Options are: "l2pca" - use traditional PCA/SVD, "maxx" - use the point with the largest norm, "random" - use a random vector. The user can also provide a vector as the initial guess.

Details

The calculation is performed according to the algorithm described by Kwak (2008). The method is a locally-convergent algorithm for finding successive directions of maximum L1 dispersion.

References

Kwak N. (2008) Principal component analysis based on L1-norm maximization, IEEE Transactions on Pattern Analysis and Machine Intelligence, 30: 1672-1680. DOI:10.1109/TPAMI.2008.114

Examples

##for 100x10 data matrix X, 
## lying (mostly) in the subspace defined by the first 2 unit vectors, 
## projects data into 1 dimension.
X <- matrix(c(runif(100*2, -10, 10), rep(0,100*8)),nrow=100) +
                matrix(c(rep(0,100*2),rnorm(100*8,0,0.1)),ncol=10)
mypcal1 <- pcal1(X)

##projects data into 2 dimensions.
mypcal1 <- pcal1(X, projDim=2, center=FALSE, projections="l1")

## plot first two scores
plot(mypcal1$scores)