The alternating least-squares algorithm for CDPCA

Clustering and Disjoint Principal Component Analysis (CDP CA) is a constrained principal component analysis recently proposed for clustering of objects and partitioning of variables, simultaneously, which we have implemented in R language. In this paper, we deal in detail with the alternating least-...

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Detalhes bibliográficos
Autor principal: Macedo, E. (author)
Outros Autores: Freitas, A. (author)
Formato: bookPart
Idioma:eng
Publicado em: 2016
Assuntos:
Texto completo:http://hdl.handle.net/10773/15320
País:Portugal
Oai:oai:ria.ua.pt:10773/15320
Descrição
Resumo:Clustering and Disjoint Principal Component Analysis (CDP CA) is a constrained principal component analysis recently proposed for clustering of objects and partitioning of variables, simultaneously, which we have implemented in R language. In this paper, we deal in detail with the alternating least-squares algorithm for CDPCA and highlight its algebraic features for constructing both interpretable principal components and clusters of objects. Two applications are given to illustrate the capabilities of this new methodology.