## ---- message = FALSE, warning = FALSE, fig.show = "hold"--------------------- library(ICtest) set.seed(1) n <- 200 S <- cbind(rnorm(n, sd = 2), rnorm(n, sd = 1.5), rnorm(n), rnorm(n), rnorm(n)) A <- rorth(5) X <- S %*% t(A) pairs(X) ## ---- message = FALSE, warning = FALSE, fig.show = "hold"--------------------- PCAcov <- PCAasymp(X, k=2) PCAcov PCAtyler <- PCAasymp(X, k=2, scatter = "tyler") PCAtyler ggscreeplot(PCAtyler) ## ---- message = FALSE, warning = FALSE, fig.show = "hold"--------------------- PCAcov0 <- PCAasymp(X, k=0) PCAcov0 ## ---- message = FALSE, warning = FALSE, fig.show = "hold"--------------------- PCAtMk1 <- PCAboot(X, k=1, S="tM", Sargs=list(df=2)) PCAtMk1 PCAtMk2 <- PCAboot(X, k=2, S="tM", Sargs=list(df=2)) PCAtMk2 ggplot(PCAtMk2, which="k")