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Principal Component Exploration

pca_examination.Rd

Computes the principal component projection and re-combined data with a myriad of figures to understand the projection process.

Usage

pca_examination(X, TVE = 0.95)

Arguments

X

A dfts object or data which can be automatically converted to that format. See dfts().

TVE

Numeric in [0,1] for the total variance explained, this determines the number of components and can be used for dimension reduction.

Value

List with the following elements:

  • figures: List with figures on all components, summaries, reconstructed values, and residuals.

  • reconstruction: Reconstructed value from PCs.

  • residuals: Difference between true and reconstruction.

See also

pca.dfts()

Examples

results <- pca_examination(electricity, TVE=0.9)