Package 'PCDimension' reference manual

Title:	Finding the Number of Significant Principal Components
Description:	Implements methods to automate the Auer-Gervini graphical Bayesian approach for determining the number of significant principal components. Automation uses clustering, change points, or simple statistical models to distinguish "long" from "short" steps in a graph showing the posterior number of components as a function of a prior parameter. See <doi:10.1101/237883>.
Authors:	Kevin R. Coombes, Min Wang
Maintainer:	Kevin R. Coombes <[email protected]>
License:	Apache License (== 2.0)
Version:	1.1.13
Built:	2024-11-07 06:36:03 UTC
Source:	CRAN

Divide Steps into "Long" and "Short" to Compute Auer-Gervini Dimension

Description

Auer and Gervini developed a Bayesian graphical method to determine the number $d$ of significant principal components; a brief overview is included in the help for the AuerGervini class. The output of their method is a step function that displays the maximum a posteriori (MAP) choice of $d$ as a step function of a one-parameter family of prior distributions, and they recommend choosing the highest "long" step. The functions described here help automate the process of dividing the step lengths into "long" and "short" classes.

Usage

  agDimTwiceMean(stepLength)
  agDimKmeans(stepLength)
  agDimKmeans3(stepLength)
  agDimSpectral(stepLength)
  agDimTtest(stepLength, extra=0)
  agDimTtest2(stepLength)
  agDimCPT(stepLength)
  makeAgCpmFun(method)
agDimTwiceMean(stepLength)
  agDimKmeans(stepLength)
  agDimKmeans3(stepLength)
  agDimSpectral(stepLength)
  agDimTtest(stepLength, extra=0)
  agDimTtest2(stepLength)
  agDimCPT(stepLength)
  makeAgCpmFun(method)

Arguments

`stepLength`	A numeric vector
`method`	A character string describing a method supported by the `detectChangePointBatch` function in the `cpm` package.
`extra`	Just ignore this. Don't use it. It's a hack to avoid having to maintain two different versions of the same code.

Details

The agDimTwiceMean function implements a simple and naive rule: a step is considered long if it as least twice the mean length.

The agDimKmeans uses the kmeans algorithm with $k=2$ to divide the step lengths into two classes. Starting centers for the groups are taken to be the minimum and maximum values.

The agDimKmeans3 function uses kmeans with $k=3$ , using the median as the third center. Only one of the three groups is considered "short".

The agDimSpectral applies spectral clustering (as implemented by the specc function from the kernlab package) to divide the steps lengths into two groups.

The agDimTtest and agDimTtest2 functions implement two variants of a novel algorithm specialized for this particular task. The idea is to start by sorting the step lengths so that

$L_1 \le L_2 \le \dots \le L_n.$

Then, for each $i \in 3,\dots, N-1$ , we compute the mean and standard deviation of the first $i$ step lengths. Finally, one computes the likelhood that $L_{i+1}$ comes from the normal distribution defined by the first $i$ lengths. If the probability that $L_{i+1}$ is larger is less than $0.01$ , then it is chosen as the "smallest long step".

The novel method just described can also be viewed as a way to detect a particular kind of change point. So, we also provide the agDimCPT function that uses the changepoint detection algorithm implement by the cpt.mean function in the changepoint package. More generally, the makeAgCpmFun allows you to use any of the changepoint models implemented as part of the detectChangePointBatch function in the cpm package.

Value

Each of the functions agDimTwiceMean, agDimKmeans, agDimKmeans3, agDimSpectral, agDimTtest, agDimTtest2, and agDimCPT returns a logical vector whose length is equal to the input stepLength. TRUE values identify "long" steps and FALSE values identify "short" steps.

The makeAgCpmFun returns a function that takes one argument (a numeric stepLength vector) and returns a logical vector of the same length.

Note: Our simulations suggest that "TwiceMean" and "CPM" give the best results.

Author(s)

Kevin R. Coombes <[email protected]>, Min Wang <[email protected]>.

References

P Auer, D Gervini. Choosing principal components: a new graphical method based on Bayesian model selection. Communications in Statistics-Simulation and Computation 37 (5), 962-977

Examples

# simulate variances
lambda <- rev(sort(diff(sort(c(0, 1, runif(9))))))
# apply the Auer-Gervini method
ag <- AuerGervini(lambda, dd=c(3,10))
# Review the results
summary(ag)
agDimension(ag)
agDimension(ag, agDimKmeans)
agDimension(ag, agDimSpectral)
f <- makeAgCpmFun("Exponential")
agDimension(ag, f)
# simulate variances
lambda <- rev(sort(diff(sort(c(0, 1, runif(9))))))
# apply the Auer-Gervini method
ag <- AuerGervini(lambda, dd=c(3,10))
# Review the results
summary(ag)
agDimension(ag)
agDimension(ag, agDimKmeans)
agDimension(ag, agDimSpectral)
f <- makeAgCpmFun("Exponential")
agDimension(ag, f)

Estimating Number of Principal Components Using the Auer-Gervini Method

Description

Auer and Gervini [1] described a graphical Bayesian method for estimating the number of statistically significant principal components. We have implemented their method in the AuerGervini class, and enhanced it by automating the final selection.

Usage

AuerGervini(Lambda, dd=NULL, epsilon = 2e-16)
agDimension(object, agfun=agDimTwiceMean)
AuerGervini(Lambda, dd=NULL, epsilon = 2e-16)
agDimension(object, agfun=agDimTwiceMean)

Arguments

`Lambda`	Either a `SamplePCA` object or a numerical vector of variances from a principal components analysis.
`dd`	A vector of length 2 containing the dimensions of the data used to created the Auer-Gervini object. If `Lambda` is a `SamplePCA` object, then the dimensions are taken from it, ignoring the `dd` argument.
`epsilon`	A numeric value. Used to remove any variances that are less than `epsilon`; defaults to 2e-16. Should only be needed in rare cases where negative variances show up because of round-off error.
`object`	An object of the `AuerGervini` class.
`agfun`	A function that takes one argument (a vector of step lengths) and returns a logical vector of the same length (where true indicates "long" as opposed to "short" steps).

Details

The Auer-Gervini method for determining the number of principal components is based on a Bayesian model that assaerts that the vector of explained variances (eigenvalues) should have the form

$a_1 \le a_2 \le \dots \le a_d < a_{d+1} = a_{d+2} = \dots a_n$

with the goal being to find the true dimension $d$ . They consider a set of prior distributions on $d \in \{1, \dots, n\}$ that decay exponentially, with the rate of decay controlled by a parameter $\theta$ . For each value of $\theta$ , one selects the value of $d$ that has the maximum a posteriori (MAP) probability. Auer and Gervini show that the dimensions selected by this procedure write $d$ as a non-increasing step function of $\theta$ . The values of $\theta$ where the steps change are stored in the changePoints slot, and the corresponding $d$ -values are stored in the dLevels slot.

Auer and Gervini go on to advise using their method as a graphical approach, manually (or visually?) selecting the highest step that is "long". Our implementation provides several different algorithms for automatically deciding what is "long" enough. The simplest (but fairly naive) approach is to take anything that is longer than twice the mean; other algorithms are described in agDimFunction.

Value

The AuerGervini function constructs and returns an object of the AuerGervini class.

The agDimension function computes the number of significant principal components. The general idea is that one starts by computing the length of each step in the Auer-Gerivni plot, and must then separate these into "long" and "short" classes. We provide a variety of different algorithms to carry out this process; the default algorithm in the function agDimTwiceMean defines a step as "long" if it more than twice the mean step length.

Objects from the Class

Objects should be created using the AuerGervini constructor.

Slots

Lambda:: A numeric vector containing the explained variances in decreasing order.
dimensions: Numeric vector of length 2 containing the dimnesions of the underlying data matrix.
dLevels:: Object of class numeric; see details
changePoints:: Object of class numeric; see details

Methods

plot: signature(x = "AuerGervini", y = "missing"): ...
summary: signature(object = "AuerGervini"): ...

Author(s)

Kevin R. Coombes <[email protected]>

References

[1] P Auer, D Gervini. Choosing principal components: a new graphical method based on Bayesian model selection. Communications in Statistics-Simulation and Computation 37 (5), 962-977.

[2] Wang M, Kornbla SM, Coombes KR. Decomposing the Apoptosis Pathway Into Biologically Interpretable Principal Components. Preprint: bioRxiv, 2017. <doi://10.1101/237883>.

Examples

showClass("AuerGervini")
# simulate variances
lambda <- rev(sort(diff(sort(c(0, 1, runif(9))))))
# apply the Auer-Gervini method
ag <- AuerGervini(lambda, dd=c(3,10))
# Review the results
summary(ag)
agDimension(ag)
agDimension(ag, agDimKmeans)
# Look at the results graphically
plot(ag, agfun=list(agDimTwiceMean, agDimKmeans))
showClass("AuerGervini")
# simulate variances
lambda <- rev(sort(diff(sort(c(0, 1, runif(9))))))
# apply the Auer-Gervini method
ag <- AuerGervini(lambda, dd=c(3,10))
# Review the results
summary(ag)
agDimension(ag)
agDimension(ag, agDimKmeans)
# Look at the results graphically
plot(ag, agfun=list(agDimTwiceMean, agDimKmeans))

The Broken Stick Method

Description

The Broken Stick model is one proposed method for estimating the number of statistically significant principal components.

Usage

brokenStick(k, n)
bsDimension(lambda, FUZZ = 0.005)
brokenStick(k, n)
bsDimension(lambda, FUZZ = 0.005)

Arguments

`k`	An integer between 1 and `n`.
`n`	An integer; the total number of principal components.
`lambda`	The set of variances from each component from a principal components analysis. These are assumed to be already sorted in decreasing order. You can also supply a `SamplePCA` object, and the variances will be automatically extracted.
`FUZZ`	A real number; anything smaller than `FUZZ` is assumed to equal zero for all practical purposes.

Details

The Broken Stick model is one proposed method for estimating the number of statistically significant principal components. The idea is to model $N$ variances by taking a stick of unit length and breaking it into $N$ pieces by randomly (and simultaneously) selecting break points from a uniform distribution.

Value

The brokenStick function returns, as a real number, the expected value of the k-th longest piece when breaking a stick of length one into n total pieces. Most commonly used via the idiom brokenStick(1:N, N) to get the entire vector of lengths at one time.

The bsDimension function returns an integer, the number of significant components under this model. This is computed by finding the last point at which the observed variance is bugger than the expected value under the broken stick model by at least FUZZ.

Author(s)

Kevin R. Coombes <[email protected]>

References

Jackson, D. A. (1993). Stopping rules in principal components analysis: a comparison of heuristical and statistical approaches. Ecology 74, 2204–2214.

Legendre, P. and Legendre, L. (1998) Numerical Ecology. 2nd English ed. Elsevier.

Examples

brokenStick(1:10, 10)
sum( brokenStick(1:10, 10) )
fakeVar <- c(30, 20, 8, 4, 3, 2, 1)
bsDimension(fakeVar)
brokenStick(1:10, 10)
sum( brokenStick(1:10, 10) )
fakeVar <- c(30, 20, 8, 4, 3, 2, 1)
bsDimension(fakeVar)

Compare Methods to Divide Steps into "Long" and "Short"

Description

Usage

  compareAgDimMethods(object, agfuns)
compareAgDimMethods(object, agfuns)

Arguments

`object`	An object of the `AuerGervini` class
`agfuns`	A list of functions

Details

This method simply iterates over the list of functions that implement different algorithms/methods to determine the PC dimension.

Value

Returns an integer vector of te same length as the list of agfuns, containing the number of significant principal components computed by each method.

Author(s)

Kevin R. Coombes <[email protected]>, Min Wang <[email protected]>.

References

P Auer, D Gervini. Choosing principal components: a new graphical method based on Bayesian model selection. Communications in Statistics-Simulation and Computation 37 (5), 962-977

Examples

# simulate variances
lambda <- rev(sort(diff(sort(c(0, 1, runif(9))))))
# apply the Auer-Gervini method
ag <- AuerGervini(lambda, dd=c(3,10))
# try different methods
agfuns <- list(twice=agDimTwiceMean,
               km=agDimKmeans,
               cpt=agDimCPT)
compareAgDimMethods(ag, agfuns)
# simulate variances
lambda <- rev(sort(diff(sort(c(0, 1, runif(9))))))
# apply the Auer-Gervini method
ag <- AuerGervini(lambda, dd=c(3,10))
# try different methods
agfuns <- list(twice=agDimTwiceMean,
               km=agDimKmeans,
               cpt=agDimCPT)
compareAgDimMethods(ag, agfuns)

Principal Component Statistics Based on Randomization

Description

Implements randomization-based procedures to estimate the number of principal components.

Usage

rndLambdaF(data, B = 1000, alpha = 0.05)
rndLambdaF(data, B = 1000, alpha = 0.05)

Arguments

`data`	A numeric data matrix.
`B`	An integer; the number of times to scramble the data columns.
`alpha`	A real number between 0 and 1; the significance level.

Details

The randomization procedures implemented here were first developed by ter Brack [1,2]. In a simulation study, Peres-Neto and colleagues concluded that these methods were among the best [3]. Our own simulations on larger data matrices find that rnd-Lambda performs well (comparably to Auer-Gervini, though slower), but that rnd-F works poorly.

The test procedure is: (1) randomize the values with all the attribute columns of the data matrix; (2) perform PCA on the scrambled data matrix; and (3) compute the test statistics. All three steps are repeated a total of (B - 1) times, where B is large enough to guarantee accuracy when estimating p-values; in practice, B is usually set to 1000. In each randomization, two test statistics are computed: (1) the eigenvalue $\lambda_k$ for the k-th principal component; and (2) a pseudo F-ratio computed as $\lambda_k / \sum_{i=k+1}^n \lambda_i$ . Finally, the p-value for each k and each statistic of interest is estimated to be the proportion of the test statistics in all data sets that are greater than or equal to the one in the observed data matrix.

Value

A named vector of length two, containing the predicted number of principal components based on the rnd-Lambda and rnd-F statistics.

Author(s)

Kevin R. Coombes <[email protected]>, Min Wang <[email protected]>.

References

[1] ter Braak CFJ. CANOCO – a Fortran program for canonical community ordination by [partial] [detrended] [canonical] correspondence analysis, principal component analysis and redundancy analysis (version 2.1). Agricultural Mathematics Group, Report LWA-88- 02, Wageningen, 1988.

[2] ter Braak CFJ. Update notes: CANOCO (version 3.1). Agricultural Mathematics Group, Wageningen, 1990.

[3] Peres-Neto PR, Jackson DA and Somers KM. How many principal components? Stopping rules for determining the number of non-trivial axes revisited. Computational Statistics and Data Analysis 2005; 49: 974–997.

Examples

dataset <- matrix(rnorm(200*15, 6), ncol=15)
rndLambdaF(dataset)
dataset <- matrix(rnorm(200*15, 6), ncol=15)
rndLambdaF(dataset)

Sample PCA Dataset

Description

This data set contains an object of the class SamplePCA. This object results from performing a principal components analysis on a simulated data set.

Usage

data(spca)
data(spca)

Format

A SamplePCA object based on a simulated data matrix with 204 rows and 14 columns, with true "principal component dimension" equal to one. That is, there should be one significant principal component.

Source

Simulations are described in detail in the Thresher package, which depends on the PCDimension package.

Package 'PCDimension'

Help Index

Divide Steps into "Long" and "Short" to Compute Auer-Gervini Dimension

Description

Usage

Arguments

Details

Value

Author(s)

References

See Also

Examples

Estimating Number of Principal Components Using the Auer-Gervini Method

Description

Usage

Arguments

Details

Value

Objects from the Class

Slots

Methods

Author(s)

References

See Also

Examples

The Broken Stick Method

Description

Usage

Arguments

Details

Value

Author(s)

References

See Also

Examples

Compare Methods to Divide Steps into "Long" and "Short"

Description

Usage

Arguments

Details

Value

Author(s)

References

See Also

Examples

Principal Component Statistics Based on Randomization

Description

Usage

Arguments

Details

Value

Author(s)

References

See Also

Examples

Sample PCA Dataset

Description

Usage

Format

Source

See Also