R: PCA calculation with the NIPALS algorithm

nipals {chemometrics} | R Documentation

## PCA calculation with the NIPALS algorithm

### Description

NIPALS is an algorithm for computing PCA scores and loadings.

### Usage

    nipals(X, a, it = 10, tol = 1e-04)

### Arguments

`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

### Details

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.

### Value

`T` | matrix with the PCA scores
`P` | matrix with the PCA loadings

### Author(s)

Peter Filzmoser <P.Filzmoser@tuwien.ac.at>

### References

K. Varmuza and P. Filzmoser: Introduction to Multivariate Statistical Analysis in Chemometrics. CRC Press, Boca Raton, FL, 2009.

### See Also

`princomp`

### Examples

    data(glass)
    res <- nipals(glass,a=2)

[Package chemometrics version 1.4.2 Index]