cpca

cpca is an R package with methods to perform Common Principal Component Analysis (CPCA).

The main function to perform CPCA is called cpc. See ?cpc for the help.

For now, the cpc function implements only one method based on Trendafilov, 2010. This method estimates the Common Principal Components (CPCs) by a stepwise procedure based on the well-known power method for a single covariance/correlation matrix. The feature of this method is that it orders the CPCs by the explained variance (intrincically), and the user can estimate the few first components, e.g. 2-3, rather than all the components. It is beneficial in practice when a data set has many variables.

Demo

The iris demo shows an application of the cpc function to Fisher’s iris data.

library(cpca)
demo(iris, package = "cpca")

demo.html stored in the inst/doc directory presents both the code and the resulted output of the demo.

Note that the eigenvectors obtained by the cpc function are exactly the same as reported in Trendafilov, 2010, Section 5, Example 2. That means that Trendafilov’s method (which is default in the cpc function) is implemnted accurately (at least for iris data).

Installation

The following commands install the development (master branch) version from Github.

library(devtools)
install_github("cpca", user = "variani")

Citation

Currently, we don’t have a specific publication for the cpca package. Please see the current citation information by the following command in R.

library(cpca)
citation(package = "cpca")

The citation information is stored in the CITATION file in the inst directory and can be updated in the future.

• CITATION - cpca package citation information

References

List of publications, where the cpca package was used:

• Kanaan-Izquierdo, S., Ziyatdinov, A., Massanet, R., & Perera, A. (2012). Multiview approach to spectral clustering. In 2012 Annual International Conference of the IEEE Engineering in Medicine and Biology Society (pp. 1254–1257). IEEE. doi:10.1109/EMBC.2012.6346165
• Fernandez-Albert, F. et al. (to be appeared). A Common Variance Compensation method for intensity drift removal in LC / MS metabolomics.

Mathematical algorithms implemented in the cpca package:

• Trendafilov, N. T. (2010). Stepwise estimation of common principal components. Computational Statistics & Data Analysis, 54(12), 3446–3457. doi:10.1016/j.csda.2010.03.010

License

The cpca package is licensed under the GPLv3. See COPYING file in the inst directory for additional details.

• COPYING - cpca package license (GPLv3)