6- IV-PCA

PCA model is a 2-way model. For an overview of the method, click here.

  Some specifications:

• It does not allow missing data.

• "Num.factors X" (Nx) is the place where the user puts the N parameters of X parameters.
• "Num.factors Y" (Ny) is the place where the user puts the N parameters of Y parameters.

Choice of Nx:

Suppose Y is of rank p, Nx has to be included in [Ny,p]. If Nx = Ny, there is no constraint any more and IV-PCA is a projection on a subspce defined by X independantly of Y: it is of course maybe not a good subspace to explore Y. If Nx=p, IV-PCA is a simple PCA. The good choice id between the 2.

• "OK" button executes PCA model.A default plot is returned after run (unless an information appears). The other plots are available in the menu "results".
• "bootstrap" button excutes PCA model on original and resampled (by bootstrap) data. The user will obtain the same plot as preceeding, but with a bootstrap estimation of stability of the model (convex hulls, etc...). Available only for 3D!
• "Preprocessing" button opens a new window, see below.
• "Close" button closes the IV-PCA window.
• Validation window:(Available only for 3D!).
  • Cross-Validation
  • Naive bootstrap
  • Residual bootstrap

How to do validation? Check the box "Validation", choose your method and push"OK" button: a plot will be drawn.

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Submenus and sub-windows:

preprocess menu:

see parafac window. Here preprocessing is available for X and Y.

Bootstrap options:

• Bootstrap model : naive (resampling the horizontal slabs of X) and residual (resampling the horizontal slabs of the residuals of PCA(X)).
• Bootstrap replicates: Number of replicates.