R: Principal component analysis for real amounts

princomp.rplus {compositions} | R Documentation

## Principal component analysis for real amounts

### Description

A principal component analysis is done in real geometry (i.e. using iit-transform).

### Usage

     ## S3 method for class 'rplus'
    princomp(x,...,scores=TRUE,center=attr(covmat,"center"),
                               covmat=var(x,robust=robust,giveCenter=TRUE),
                               robust=getOption("robust"))
     ## S3 method for class 'princomp.rplus'
    print(x,...)
     ## S3 method for class 'princomp.rplus'
    plot(x,y=NULL,...,npcs=min(10,length(x$sdev)),
              type=c("screeplot","variance","biplot","loadings","relative"),
              main=NULL,scale.sdev=1)
     ## S3 method for class 'princomp.rplus'
    predict(object,newdata,...)

### Arguments

`x` | an rplus-dataset (for princomp) or a result from princomp.rplus
`y` | not used
`scores` | a logical indicating whether scores should be computed or not
`npcs` | the number of components to be drawn in the scree plot
`type` | type of the plot: `"screeplot"` is a lined screeplot, `"variance"` is a boxplot-like screeplot, `"biplot"` is a biplot, `"loadings"` displays the loadings as a `barplot`
`scale.sdev` | the multiple of sigma to use when plotting the loadings
`main` | title of the plot
`object` | a fitted princomp.rplus object
`newdata` | another amount dataset of class rcomp
`...` | further arguments to pass to internally-called functions
`covmat` | provides the covariance matrix to be used for the principle component analysis
`center` | provides the be used for the computation of scores
`robust` | Gives the robustness type for the calculation of the covariance matrix. See `var.rmult` for details.

### Details

Mainly a `princomp(iit(x))` is performed. Note all parts in a composition or in an amount vector share a natural scaling. Therefore, they do not need any preliminary standardization (which in fact would produce a loss of important information). For this reason, `princomp.rplus` works on the covariance matrix.
The plot routine provides screeplots (`type = "s"`,`type= "v"`), biplots (`type = "b"`), plots of the effect of loadings (`type = "b"`) in `scale.sdev*sdev`-spread, and loadings of pairwise differences (`type = "r"`).
The interpretation of a screeplot does not differ from ordinary screeplots. It shows the eigenvalues of the covariance matrix, which represent the portions of variance explained by the principal components.
The interpretation of the biplot uses, additionally to the classical interperation, a compositional concept: the differences between two arrowheads can be interpreted as the shift of mass between the two components represented by the arrows.
The amount loading plot is more or less a standard loadings plot. The loadings are displayed by a barplot as positive and negative changes of amounts.
The loadings plot can work in two different modes: If `scale.sdev` is set to `NA` it displays the amount vector being represented by the unit vector of loadings in the iit-transformed space. If `scale.sdev` is numeric we use this amount vector scaled by the standard deviation of the respective component.
The relative plot displays the `relativeLoadings` as a barplot. The deviation from a unit bar shows the effect of each principal component on the respective differences.

### Value

`princomp` gives an object of type `c("princomp.rcomp","princomp")` with the following content:

`sdev` | the standard deviation of the principal components
`loadings` | the matrix of variable loadings (i.e., a matrix which columns contain the eigenvectors). This is of class `"loadings"`
`Loadings` | the loadings as an `"rmult"`-object
`center` | the iit-transformed vector of means used to center the dataset
`Center` | the `rplus` vector of means used to center the dataset (`center` and `Center` have no difference, except that the second has a class)
`scale` | the scaling applied to each variable
`n.obs` | number of observations
`scores` | if `scores = TRUE`, the scores of the supplied data on the principal components. Scores are coordinates in a basis given by the principal components and thus not compositions
`call` | the matched call
`na.action` | not clearly understood

`predict` returns a matrix of scores of the observations in the `newdata` dataset.
The other routines are mainly called for their side effect of plotting or printing and return the object `x`.

### See Also

`iit`,`rplus`, `relativeLoadings` `princomp.rcomp`, `princomp.aplus`,

### Examples

    data(SimulatedAmounts)
    pc <- princomp(rplus(sa.lognormals5))
    pc
    summary(pc)
    plot(pc)           #plot(pc,type="screeplot")
    plot(pc,type="v")
    plot(pc,type="biplot")
    plot(pc,choice=c(1,3),type="biplot")
    plot(pc,type="loadings")
    plot(pc,type="loadings",scale.sdev=-1) # Downward
    plot(pc,type="relative",scale.sdev=NA) # The directions
    plot(pc,type="relative",scale.sdev=1) # one sigma Upward
    plot(pc,type="relative",scale.sdev=-1) # one sigma Downward
    biplot(pc)
    screeplot(pc)
    loadings(pc)
    relativeLoadings(pc,mult=FALSE)
    relativeLoadings(pc)
    relativeLoadings(pc,scale.sdev=1)
    relativeLoadings(pc,scale.sdev=2)

    pc$sdev^2
    cov(predict(pc,sa.lognormals5))

[Package compositions version 2.0-2 Index]