PCA calculation with the NIPALS algorithm
NIPALS is an algorithm for computing PCA scores and loadings.
nipals(X, a, it = 10, tol = 1e-04)
X |
numeric data frame or matrix |
a |
maximum number of principal components to be computed |
it |
maximum number of iterations |
tol |
tolerance limit for convergence of the algorithm |
The NIPALS algorithm is well-known in chemometrics. It is an algorithm for computing PCA scores and loadings. The advantage is that the components are computed one after the other, and one could stop at a desired number of components.
T |
matrix with the PCA scores |
P |
matrix with the PCA loadings |
Peter Filzmoser <P.Filzmoser@tuwien.ac.at>
K. Varmuza and P. Filzmoser: Introduction to Multivariate Statistical Analysis in Chemometrics. CRC Press, Boca Raton, FL, 2009.
data(glass) res <- nipals(glass,a=2)
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