PP optimization using PDA index — PDAopt

PP optimization using PDA index same as PPtree

Usage

PDAopt_MOD(origclass,origdata, q = 1, weight = TRUE, lambda = 0.1,...)

Arguments

origclass: class information vector of data
origdata: data matrix without class information
q: dimension of projection vector
weight: weight flag in PDA index
lambda: lambda in PDA index
...: arguments to be passed to methods

Value

indexbest maximum PDA index value

projbest optimal q-dimensional projection matrix

origclass original class information vector

origdata original data matrix without class information

Details

Find the q-dimensional optimal projection using PDA projectin pursuit index

References

Lee, EK, Cook, D.(2010) A Projection Pursuit Index for Large p Small n Data, Statistics and Computing, 20:381-392.

Examples

data(iris)
PDA.proj.result <- PDAopt_MOD(iris[,5],iris[,1:4],weight=TRUE,q=2,lambda=0.1)
PDA.proj.result$indexbest
#> [1] 0.9764024
PDA.proj.result$projbest
#>            [,1]         [,2]
#> [1,] -0.1440983  0.004607328
#> [2,] -0.3964776  0.624136730
#> [3,]  0.5001605 -0.236603135
#> [4,]  0.7562280  0.744614713