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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Bibliographic Details
Main Author: Macedo, E. (author)
Other Authors: Freitas, A. (author)
Format: bookPart
Language:eng
Published: 2016
Subjects:
Online Access:http://hdl.handle.net/10773/15320
Country:Portugal
Oai:oai:ria.ua.pt:10773/15320
Description
Summary: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.