Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Add PCA loadings #123

Closed
wants to merge 2 commits into from
Closed

Add PCA loadings #123

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
2 commits
Select commit Hold shift + click to select a range
f8aa8f0
add loadings function and add Random to Project.toml
Crghilardi Jul 20, 2020
8b79c28
add test
Crghilardi Jul 20, 2020
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
7 changes: 4 additions & 3 deletions Project.toml
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -9,15 +9,16 @@ version = "0.7.0"
[deps]
Arpack = "7d9fca2a-8960-54d3-9f78-7d1dccf2cb97"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
StatsBase = "2913bbd2-ae8a-5f71-8c99-4fb6c76f3a91"

[compat]
StatsBase = ">=0.29"

[extras]
Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"

[targets]
test = ["Test"]

[compat]
StatsBase = ">=0.29"
2 changes: 2 additions & 0 deletions src/pca.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -41,6 +41,8 @@ tvar(M::PCA) = M.tvar

principalratio(M::PCA) = M.tprinvar / M.tvar

loadings(M::PCA) = sqrt.(principalvars(M))' .* projection(M)

## use

transform(M::PCA{T}, x::AbstractVecOrMat{T}) where {T<:Real} = transpose(M.proj) * centralize(x, M.mean)
Expand Down
6 changes: 6 additions & 0 deletions test/pca.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -16,6 +16,11 @@ import SparseArrays

P = qr(randn(5, 5)).Q[:, 1:3]
pvars = [5., 4., 3.]
l = [-0.809509 -1.14456 0.944145
-0.738713 -1.23353 -0.607874;
-1.64431 0.875826 -0.479549;
-0.816033 0.613632 1.06775 ;
0.655236 0.157369 0.607475]
M = PCA(Float64[], P, pvars, 15.0)

@test indim(M) == 5
Expand All @@ -28,6 +33,7 @@ import SparseArrays
@test tprincipalvar(M) == 12.0
@test tresidualvar(M) == 3.0
@test principalratio(M) == 0.8
@test isapprox(loadings(M),l, atol = 0.001)

@test transform(M, X[:,1]) ≈ P'X[:,1]
@test transform(M, X) ≈ P'X
Expand Down