bigutilsr: procrustes – R documentation

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

procrustes

Procrustes transform

Description

Procrustes transform Y = pXR (after centering), where p is a scaling coefficient and R is a rotation matrix that minimize ||Y - pXR||_F.

Usage

procrustes(Y, X, n_iter_max = 1000, epsilon_min = 1e-07)

Arguments

`Y`	Reference matrix.
`X`	Matrix to transform (`ncol(X) >= ncol(Y)`).
`n_iter_max`	Maximum number of iterations. Default is `1000`.
`epsilon_min`	Convergence criterion. Default is `1e-7`.

Value

Object of class "procrustes", a list with the following elements:

$R: the rotation matrix to apply to X,
$rho: the scaling coefficient to apply to X,
$c: the column centering to apply to the resulting matrix,
$diff: the average difference between Y and X transformed.

You can use method predict() to apply this transformation to other data.

Examples

A <- matrix(rnorm(200), ncol = 20)
B <- matrix(rnorm(length(A)), nrow = nrow(A))

proc <- procrustes(B, A)
str(proc)
plot(B, predict(proc, A)); abline(0, 1, col = "red")

bigutilsr

Utility Functions for Large-scale Data

v0.3.4

GPL-3

Authors

Florian Privé [aut, cre]

Initial release

2021-04-08