R: Objective Function Plot for Sparse PCs

objplot {pcaPP} | R Documentation

## Objective Function Plot for Sparse PCs

### Description

Plots an objective function (TPO or BIC) of one or more sparse PCs for a series of lambdas.

### Usage

      objplot (x, k, ...)

### Arguments

`x` | An `opt.TPO` or `opt.BIC` object.
`k` | This function displays the objective function's values of the `k`-th component for `opt.TPO`-objects, or the first `k` components for `opt.BIC`-objects.
`...` | Further arguments passed to or from other functions.

### Details

This function operates on the return object of function `opt.TPO` or `opt.BIC`. The model (`lambda`) selected by the minimization of the corresponding criterion is highlighted by a dashed vertical line.

The component the argument `k` refers to, corresponds to the `$pc.noord` item of argument `x`. For more info on the order of sparse PCs see the details section of `opt.TPO`.

### Author(s)

Heinrich Fritz, Peter Filzmoser <P.Filzmoser@tuwien.ac.at>

### References

C. Croux, P. Filzmoser, H. Fritz (2011). Robust Sparse Principal Component Analysis Based on Projection-Pursuit, ?? To appear.

### See Also

`sPCAgrid`, `princomp`

### Examples

      set.seed (0)
                          ##  generate test data
      x <- data.Zou (n = 250)

      k.max <- 3          ##  max number of considered sparse PCs

                          ##  arguments for the sPCAgrid algorithm
      maxiter <- 25       ##    the maximum number of iterations
      method <- "sd"      ##    using classical estimations

                          ##  Optimizing the TPO criterion
      oTPO <- opt.TPO (x, k.max = k.max, method = method, maxiter = maxiter)

                          ##  Optimizing the BIC criterion
      oBIC <- opt.BIC (x, k.max = k.max, method = method, maxiter = maxiter)

              ##  Objective function vs. lambda
      par (mfrow = c (2, k.max))
      for (i in 1:k.max)        objplot (oTPO, k = i)
      for (i in 1:k.max)        objplot (oBIC, k = i)

[Package pcaPP version 2.0-1 Index]