According to Filzmoser et al. 2009, the best way to conduct a principal component analysis for compositional data with outliers is:
- using a robust PCA method
- and using the isometric log ratio transformation (instead of the centred log ratio transformation, see also the discussion here).
The function pcaCoDa()
from the R package robCompositions
can do both things.
However, every time I run the function, I get a different result... how is that possible?
Also, for what I understand checking help(pcaCoDa)
, the data set that you provide to the function must not be transformed - the transformation is done internally. But how about scaling? Should we scale the matrix before running the pcaCoDa()
if the different columns use very different units?