The difference between NIPALS and svd is discussed; the criteria for principal components based on maximum sum of squares and minimum residuals is described and illustrated via two small numerical examples.
机构:
Wright State Univ, Dept Math & Stat, Dayton, OH 45435 USAWright State Univ, Dept Math & Stat, Dayton, OH 45435 USA
Li, Gengxin
Cui, Yuehua
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机构:
Michigan State Univ, Dept Stat & Probabil, E Lansing, MI 48824 USA
Wuhan Univ Technol, Sch Econ, Wuhan, Peoples R ChinaWright State Univ, Dept Math & Stat, Dayton, OH 45435 USA