How does sas robustpca in SAS Viya actually work?

ytcaudience — Thu, 11 Aug 2022 09:51:38 GMT

Hi,

I was wondering the main aim of sas robustpca and how it works. I studied the documentation here: https://go.documentation.sas.com/doc/en/pgmcdc/8.11/casactml/cas-robustpca-robustpca.htm I was expecting columns for pc1, pc2 etc but none of the examples produce actual pc columns. Am I missing something?

Thanks

Re: How does sas robustpca in SAS Viya actually work?

sbxkoenk — Fri, 12 Aug 2022 08:59:11 GMT

Hello,

[EDIT] Robust PCA decomposes an input matrix into low-rank and sparse matrices. The low-rank matrix is more stable
as the distortions in the data are moved into the sparse matrix, hence the term robust.

Here are the (possible) output tables from Robust PCA Action Set :

https://go.documentation.sas.com/doc/en/pgmcdc/8.11/casactml/casactml_robustpca_details12.htm

I think what you want is the PCA tables (specified in the pcLoadings and pcScores parameters).

Thanks,

Koen

topic Re: How does sas robustpca in SAS Viya actually work? in SAS Data Science

How does sas robustpca in SAS Viya actually work?

Re: How does sas robustpca in SAS Viya actually work?