[R] PCA sensitive to outliers?

[Bert Gunter]

As I believe I already told you, look at the CRAN Robust task view.

-- Bert

On Sun, Apr 22, 2012 at 6:29 PM, Michael <comtech.usa at gmail.com> wrote:
> Even in R, there are so many of "robust PCA"... any survey or review of all
> these different methods?
>
> On Sun, Apr 22, 2012 at 6:58 PM, Joshua Wiley <jwiley.psych at gmail.com>wrote:
>
>> On Sun, Apr 22, 2012 at 4:43 PM, Michael <comtech.usa at gmail.com> wrote:
>> > I actually tried "robustPca" in "pcaMethods" on bioconductor.
>> >
>> > It keeps giving me the warning "Input data is not complete"...
>> >
>> > Reading into the function:
>> >
>> > When there is no "NA"s, it will give this warning...
>> >
>> > It seems that there is a bug in this code...
>> >
>> > Is it reliable at all?
>> >
>> > ---------------------
>> >
>> >
>> >> robustPcafunction (Matrix, nPcs = 2, verbose = interactive(), ...)
>> > {
>> >    nas <- is.na(Matrix)
>> >    if (!any(nas) & verbose) {
>> >        cat("Input data is not complete.\n")
>> >        cat("Scores, R2 and R2cum may be inaccurate, handle with care\n")
>> >    }
>>
>> that seems to issue the notes when there are *not any missing* and
>> verbose is TRUE.  I would submit a bug report to the author.
>>
>> >
>> >
>> >
>> >
>> >
>> > On Fri, Apr 20, 2012 at 9:58 AM, Kevin Wright <kw.stat at gmail.com> wrote:
>> >
>> >> You can also have a look at the pcaMethods package on Bioconductor.
>> >>
>> >> Kevin
>> >>
>> >>
>> >>  On Thu, Apr 19, 2012 at 11:20 PM, Michael <comtech.usa at gmail.com>
>> wrote:
>> >>
>> >>>  Hi all,
>> >>>
>> >>> I found that the PCA gave chaotic results when there are big changes
>> in a
>> >>> few data points.
>> >>>
>> >>> Are there "improved" versions of PCA in R that can help with this
>> problem?
>> >>>
>> >>> Please give me some pointers...
>> >>>
>> >>> Thank you!
>> >>>
>> >>>        [[alternative HTML version deleted]]
>> >>>
>> >>> ______________________________________________
>> >>> R-help at r-project.org mailing list
>> >>> https://stat.ethz.ch/mailman/listinfo/r-help
>> >>> PLEASE do read the posting guide
>> >>> http://www.R-project.org/posting-guide.html<http://www.r-project.org/posting-guide.html>
>> <http://www.r-project.org/posting-guide.html>
>>  >>> and provide commented, minimal, self-contained, reproducible code.
>> >>>
>> >>
>> >>
>> >>
>> >> --
>> >> Kevin Wright
>> >>
>> >>
>> >
>> >        [[alternative HTML version deleted]]
>> >
>> > ______________________________________________
>> > R-help at r-project.org mailing list
>> > https://stat.ethz.ch/mailman/listinfo/r-help
>> > PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html<http://www.r-project.org/posting-guide.html>
>> > and provide commented, minimal, self-contained, reproducible code.
>>
>>
>>
>> --
>> Joshua Wiley
>> Ph.D. Student, Health Psychology
>> Programmer Analyst II, Statistical Consulting Group
>> University of California, Los Angeles
>> https://joshuawiley.com/
>>
>
>        [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.



-- 

Bert Gunter
Genentech Nonclinical Biostatistics

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