Table 1.
Concept | Formula |
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1 kth principal component loadings vector αk, k = 2, … ,m (Set α1 orthogonal to α2, … , αm) |
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2 Score of observation i (from Step 4 of Algorithm L1-PCA*) |
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3 Projection of point xi for observation i (in terms of original coordinates) |
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4 Score of a new point xn+1 | |
5 Projection of a new point xn+1 (in terms of original coordinates) |