FHCSkernelEVD {FastHCS} | R Documentation |
This step reduces the data space to the affine subspace spanned by the
n
observations.
FHCSkernelEVD(x,best=NULL,q=NULL)
x |
A data matrix. |
best |
An optional subset of |
q |
Desired rank of the SVD decomposition. Optional. |
A reduced data set with full rank.
Small modification of the code from the classPC
from rrcov
.
Wu, W., Massart, D. L., and de Jong, S. (1997), 'The Kernel PCA Algorithms for Wide Data. Part I: Theory and Algorithms,' Chemometrics and Intelligent Laboratory Systems,36,165–172
n<-50 p<-200 x<-matrix(rnorm(n*p),nc=p) W<-FHCSkernelEVD(x)