Page 506 - Jolliffe I. Principal Component Analysis
P. 506

Index
                                in functional and structural
                                    relationships 189
                                                                      240
                                                                principal sequence pattern analysis
                                in functional PCA 318–320       principal sensitivity components 471
                                in regression 167–173, 175–186,       308
                                    304, 337                    principal variables 139–141, 144,
                                see also bootstrap estimation,        146–149, 368, 394, 395
                                    least squares estimation,     see also selection of variables
                                    maximum likelihood          probabilistic PCA, see models for
                                    estimation, method of             PCA
                                    moments estimation, robust  probability distributions 59
                                    estimation                    asymptotic distributions 9,
                              power method 8, 409–411                 47–49, 51, 53
                                accelerated version 8, 410        empirical distributions 49, 128,
                                convergence 410                       129
                                with inverse iteration 410        exact distributions 48
                                with shifts 410, 411              for noise 388
                                                                  for PC coefficients and variances
                              prediction sum of squares (PRESS)
                                                                      8, 9, 29, 47–49, 51, 53, 128,
                                    121–124, 145, 175
                                                                      129
                              predictive oscillation patterns
                                                                  see also models for PCA
                                    (PROPs) 309
                                                                process control, see statistical
                              predictor variables 227–230
                                                                      process control
                                see also regression analysis
                                                                Procrustes rotation 143, 145, 221,
                              pre-processing data using PCA see
                                                                      260, 362
                                    dimensionality reduction
                                                                projection pursuit 79, 200, 219-221,
                              principal axes                          241, 266, 387, 396
                                for contingency table data 342
                                                                projections
                                of ellipsoids 18, 22, 27, 39
                                                                  in a biplot 94, 95
                              principal co-ordinate analysis 39,
                                                                  onto a subspace 20, 21, 34–37,
                                    79, 85–90, 93, 106, 107, 209,
                                                                      61, 140–141, 393, 399
                                    339, 346, 382
                                                                  onto rotated axes 154
                              principal curves 373, 377–379, 381
                                                                properties of PCs, see algebraic
                              principal differential analysis 316,     properties, geometric
                                    326                               properties
                              principal factor analysis 159, 160  psychology/psychometrics 7, 9,
                                see also point estimation for         117, 130, 133, 225, 296, 343,
                                    factor loadings                   398
                              principal Hessian directions 185
                              principal oscillation pattern (POP)  QL algorithm 411–413
                                    analysis 302, 303, 307–311,   convergence 412
                                    314-316, 335                  incorporating shifts 412
                              principal planes 279              QR algorithm 411–413
                              principal points 379              quality control, see statistical
                              principal predictors 227, 228, 354      process control
                              principal response curves 331, 393  quantitative structure-activity
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