Multiple group principal component analysis
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Abstract
Common Principal Component Analysis is a generalization of standard principal components to several groups under the rigid mathematical assumption of equality of all latent vectors across groups (i.e., principal component directions), whereas the latent roots are allowed to vary between groups (differing inflations of dispersion ellipsoids). In practice, data that fulfill these strict requirements are relatively rare. Examples from palaeontology are used to illustrate the principles. Compositional data can be made to fit the Common Principal Component (CPC) model by the appropriate logratio covariance matrix.
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common principal components multiple groups compositionsPreview
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© International Association for Mathematical Geology 1997