RCCM : Retained Component Criterion for the Moving Dynamic Principal Component Analysis
Alshammri, Fayed Awdah M (2020) RCCM : Retained Component Criterion for the Moving Dynamic Principal Component Analysis. University of Strathclyde, Glasgow.
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Abstract
The RCC_MDPCA criterion is a new tool to determine the optimal number of components (i.e. MDPCs) to retain for the Moving Dynamic Principal Component Analysis (MDPCA). This criterion balances between the following two desires, reducing the dimension of the data and increasing the accuracy of the final results of MDPCA; See Alshammri and Pan (2019). Notice that the following libraries are needed to be installed before using the mcov function: library(roll); library(MDPCA)
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Item type: Other ID code: 71852 Dates: DateEvent10 March 2020PublishedNotes: Alshammri, F. (2020). RCCM: Retained Component Criterion for the Moving Dynamic Principal Component Analysis. R package version 0.1.0. Subjects: Science > Mathematics > Computer software Department: Faculty of Science > Mathematics and Statistics Depositing user: Pure Administrator Date deposited: 24 Mar 2020 10:20 Last modified: 14 Jul 2024 01:01 URI: https://strathprints.strath.ac.uk/id/eprint/71852
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