engleski

A Correlation Rank Determinator for Principal Components

A new statistic - R_0(k) - is proposed for assessing the significance of individual components in principal-components analysis (PCA). R_0 is the correlation coefficient of the prediction from the k-th principal component to the original data. Common significance test on R_0 was applied as a semi-empirical determinator of the effective rank (pseudorank) of data matrices. By examining the performance of this simple test on R_0 on a number of data matrices of known effective ranks (UV/Vis and Raman spectra of aqueous solutions of various inorganic salts), it was shown to be a serious competitor to the rank determinators commonly used in PCA.

Effective rank; Factor analysis; Principal components analysis; Rank determinator

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