pcaL1 (version 1.5.7)

sharpel1rs: SharpEl1-RS

Description

Fits a line in the presence of missing data based on an L1-norm criterion.

Usage

sharpel1rs(X, projDim=1, center=TRUE, projections="none")

Value

'sharpel1rs' returns a list with class "sharpel1rs" 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. The matrix has dimension nrow(X) x ncol(X).

minobjectives

the L1 distance of points to their projections in the fitted subspace.

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).

Details

The algorithm finds successive, orthogonal fitted lines in the data.

References

Valizadeh Gamchi, F. and Brooks J.P. (2023), working paper.

Examples

##for a 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)
mysharpel1rs <- sharpel1rs(X)

##projects data into 2 dimensions.
mysharpel1rs <- sharpel1rs(X, projDim=2, center=FALSE, projections="l1")

## plot first two scores
plot(mysharpel1rs$scores)