Perform a PCA using Deville's method
Perform a PCA using Deville's method
pca.Deville(X, t, t.range, breaks)
X |
a data matrix |
t |
a matrix of observation times corresponding to X |
t.range |
the range of observation times in vector form (ex. t.range = c(0, 1000)) |
breaks |
integer number of histogram windows |
X.histo the matrix projected onto the histogram basis
U.histo a matrix of eigenvectors in the histogram basis
Cp a matrix of principal components
lambda a vector of eigenvalues
perc.lambda a vector of the percentage of total inertia explained by each principal component
Gabrielle Weinrott
JC Deville, "Methodes statisiques et numeriques de l'analyse harmonique", Annales de l'INSEE, 1974.
res <- drbats.simul(N = 5, P = 100, t.range = c(5, 100), breaks = 8) res.pca <- pca.Deville(res$X, res$t.simul, t.range = c(5, 100), breaks = 8) res.pca
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