NIPALS algorithm for PCA
Classical NIPALS algorithm for PCA and Biplot.
NIPALSPCA(X, dimens = 2, tol = 1e-06, maxiter = 1000)
X |
The data matrix. |
dimens |
The dimension of the solution |
tol |
Tolerance of the algorithm. |
maxiter |
Maximum number of iteratios. |
Classical NIPALS algorithm for the singular value decomposition that allows for the construction of PCA and Biplot.
The singular value decomposition
u |
The coordinates of the rows (standardized) |
d |
The singuklar values |
v |
The coordinates of the columns (standardized) |
Jose Luis Vicente Villardon
Wold, H. (1966). Estimation of principal components and related models by iterative least squares. Multivariate analysis. ACEDEMIC PRESS. 391-420.
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