PCA / FA Brereton Summary

(No, you didn’t miss any previous posts about Brereton’s “Chemometrics”. This is it.)

Having made it through chapter 4 of Brereton, I will revise the bibliographic entry to echo the following sentiment: it might be fair to say that I view this as a workbook; figure the stuff out elsewhere, but play with it here. He has several examples in chapter 4: two case studies, a small worked-out example of cross-validation, and a small example illustrating various forms of preprocessing. He also provides data to illustrate “procrustes analysis”, but he does not show how to do it.

On my first pass thru here, all I tried was the two big case studies. I could match his first, but it was ugly getting there, and I could not match his second. On my second pass thru here, a week ago, having learned the SVD from Davis and the X = RC factoring from Malinowski, it was clear what Brereton was doing. I tore thru the chapter, and matched all of his results; more importantly, I got them easily and cleanly. (Mostly. His cross-validation example was more like tiptoeing than tearing thru, and there is one figure in the chapter that must come from some data not supplied.)

As I said in the bibliography, the data is available in electronic form once you purchase the book. Under the circumstances, I won’t publish any of his examples.

But let’s talk about them anyway.
Read the rest of this entry »

Advertisements