Jolliffe I. Principal Component Analysis (2ed., Springer, 2002)(518s)

Index 471in functional and structuralrelationships 189in functional PCA 318–320in regression 167–173, 175–186,304, 337see also bootstrap estimation,least squares estimation,maximum likelihoodestimation, method ofmoments estimation, robustestimationpower method 8, 409–411accelerated version 8, 410convergence 410with inverse iteration 410with shifts 410, 411prediction sum of squares (PRESS)121–124, 145, 175predictive oscillation patterns(PROPs) 309predictor variables 227–230see also regression analysispre-processing data using PCA seedimensionality reductionprincipal axesfor contingency table data 342of ellipsoids 18, 22, 27, 39principal co-ordinate analysis 39,79, 85–90, 93, 106, 107, 209,339, 346, 382principal curves 373, 377–379, 381principal differential analysis 316,326principal factor analysis 159, 160see also point estimation forfactor loadingsprincipal Hessian directions 185principal oscillation pattern (POP)analysis 302, 303, 307–311,314-316, 335principal planes 279principal points 379principal predictors 227, 228, 354principal response curves 331, 393principal sensitivity components240principal sequence pattern analysis308principal variables 139–141, 144,146–149, 368, 394, 395see also selection of variablesprobabilistic PCA, see models forPCAprobability distributions 59asymptotic distributions 9,47–49, 51, 53empirical distributions 49, 128,129exact distributions 48for noise 388for PC coefficients and variances8, 9, 29, 47–49, 51, 53, 128,129see also models for PCAprocess control, see statisticalprocess controlProcrustes rotation 143, 145, 221,260, 362projection pursuit 79, 200, 219-221,241, 266, 387, 396projectionsin a biplot 94, 95onto a subspace 20, 21, 34–37,61, 140–141, 393, 399onto rotated axes 154properties of PCs, see algebraicproperties, geometricpropertiespsychology/psychometrics 7, 9,117, 130, 133, 225, 296, 343,398QL algorithm 411–413convergence 412incorporating shifts 412QR algorithm 411–413quality control, see statisticalprocess controlquantitative structure-activity