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