sipca | R Documentation |
Performs sparse independent principal component analysis on the given data matrix to enable variable selection.
sipca(
X,
ncomp = 3,
mode = c("deflation", "parallel"),
fun = c("logcosh", "exp"),
scale = FALSE,
max.iter = 200,
tol = 1e-04,
keepX = rep(50, ncomp),
w.init = NULL
)
X |
a numeric matrix (or data frame). |
ncomp |
integer, number of independent component to choose. Set by default to 3. |
mode |
character string. What type of algorithm to use when estimating
the unmixing matrix, choose one of |
fun |
the function used in approximation to neg-entropy in the FastICA
algorithm. Default set to |
scale |
(Default=FALSE) Logical indicating whether the variables should be
scaled to have unit variance before the analysis takes place. The default is
|
max.iter |
integer, the maximum number of iterations. |
tol |
a positive scalar giving the tolerance at which the un-mixing matrix is considered to have converged, see fastICA package. |
keepX |
the number of variable to keep on each dimensions. |
w.init |
initial un-mixing matrix (unlike fastICA, this matrix is fixed here). |
See Details of ipca.
Soft thresholding is implemented on the independent loading vectors to obtain sparse loading vectors and enable variable selection.
pca
returns a list with class "ipca"
containing the
following components:
ncomp |
the number of principal components used. |
unmixing |
the unmixing matrix of size (ncomp x ncomp) |
mixing |
the mixing matrix of size (ncomp x ncomp |
X |
the centered data matrix |
x |
the principal components (with sparse independent loadings) |
loadings |
the sparse independent loading vectors |
kurtosis |
the kurtosis measure of the independent loading vectors |
prop_expl_var |
Proportion of the explained variance of derived components, after setting possible missing values to zero. |
Fangzhou Yao, Jeff Coquery, Francois Bartolo, Kim-Anh Lê Cao, Al J Abadi
Yao, F., Coquery, J. and Lê Cao, K.-A. (2011) Principal component analysis with independent loadings: a combination of PCA and ICA. (in preparation)
A. Hyvarinen and E. Oja (2000) Independent Component Analysis: Algorithms and Applications, Neural Networks, 13(4-5):411-430
J L Marchini, C Heaton and B D Ripley (2010). fastICA: FastICA Algorithms to perform ICA and Projection Pursuit. R package version 1.1-13.
ipca
, pca
, plotIndiv
,
plotVar
and http://www.mixOmics.org for more details.
data(liver.toxicity)
# implement IPCA on a microarray dataset
sipca.res <- sipca(liver.toxicity$gene, ncomp = 3, mode="deflation", keepX=c(50,50,50))
sipca.res
# samples representation
plotIndiv(sipca.res, ind.names = liver.toxicity$treatment[, 4],
group = as.numeric(as.factor(liver.toxicity$treatment[, 4])))
## Not run:
plotIndiv(sipca.res, cex = 0.01,
col = as.numeric(as.factor(liver.toxicity$treatment[, 4])),
style="3d")
# variables representation
plotVar(sipca.res, cex = 2.5)
plotVar(sipca.res, rad.in = 0.5, cex = .6, style="3d")
## End(Not run)
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