Journal of the Japan Statistical Society, Japanese Issue
Online ISSN : 2189-1478
Print ISSN : 0389-5602
ISSN-L : 0389-5602
GENERALIZED PRINCIPAL COMPONENTS ANALYSIS INVARIANT UNDER ROTATIONS OF A COORDINATE SYSTEM
Masahiro Mizuta
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1984 Volume 14 Issue 1 Pages 1-9

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Abstract
Generalized principal components analysis (GPCA) has been proposed by Gnanadesikan and Wilk in order to analyze data structure by obtaining fitting functions to data points. The present paper treats the invariability of the fitting functions under orthogonal coordinate transformations in GPCA for two variables and points out that some methods of GPCA do not give the same results under such transformations. Numerical examples are also shown to compare invariant methods with others.
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