Objective Function Plot for Sparse PCs
Plots an objective function (TPO or BIC) of one or more sparse PCs for a series of lambdas.
objplot (x, k, ...)
The component the argument k refers to, corresponds to the
$pc.noord item of argument x.
For more info on the order of sparse PCs see the details section of
opt.TPO.
Heinrich Fritz, Peter Filzmoser <P.Filzmoser@tuwien.ac.at>
C. Croux, P. Filzmoser, H. Fritz (2011). Robust Sparse Principal Component Analysis Based on Projection-Pursuit, ?? To appear.
set.seed (0)
## generate test data
x <- data.Zou (n = 250)
k.max <- 3 ## max number of considered sparse PCs
## arguments for the sPCAgrid algorithm
maxiter <- 25 ## the maximum number of iterations
method <- "sd" ## using classical estimations
## Optimizing the TPO criterion
oTPO <- opt.TPO (x, k.max = k.max, method = method, maxiter = maxiter)
## Optimizing the BIC criterion
oBIC <- opt.BIC (x, k.max = k.max, method = method, maxiter = maxiter)
## Objective function vs. lambda
par (mfrow = c (2, k.max))
for (i in 1:k.max) objplot (oTPO, k = i)
for (i in 1:k.max) objplot (oBIC, k = i)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.