GPCA_iteration
)R/GPCA.R
GPCA.Rd
This function makes a Gaussianization procedure based on PCA iteration ( see GPCA_iteration
)
GPCA(x_prev, n = 30, extremes = TRUE, nearPD = FALSE)
previous set of the random variable x
. If it is a varest
object, the residuals are taken into account.
number of reiterations
logical. Default is FALSE
. If TRUE
covariance matrix is corrected through Nearest Positive Definite Matrix procedure, i.e. nearPD
A GPCA-class
S3 object returned by GPCA_iteration
at each iteration
and the final results of the G-PCA procedure (matrix final_results
)
This function re-iterates the equation (1) of "PCA Gaussianization for One-Class Remote Sensing Image" by V. Laparra et al., https://www.uv.es/lapeva/papers/SPIE09_one_class.pdf,https://www.uv.es/vista/vistavalencia/papers/SPIE_09_Gaussianization_presentation.pdf
GPCA
,GPCA_iteration
,inv_GPCA_iteration
,inv_GPCA
,GPCA-class
for 'GPCA' S3 class
library(RMAWGEN)
set.seed(1222)
nIterations <- 30
N <- 20
x <- rexp(N)
y <- x+rnorm(N)
df <- data.frame(x=x,y=y)
GPCA <- GPCA(df,n=nIterations,extremes=TRUE)
x <- rnorm(N)
y <- x+rnorm(N)
dfn <- data.frame(x=x,y=y)
GPCAn <- GPCA(dfn,n=nIterations,extremes=TRUE)