How to get the loadings (COEFF) as in linear PCA?How to know the variables of highest impact on a component? NLPCA cannot give you a single loading or COEFF vector, instead to each point on the curve the contribution is different according to the direction of the curve. For example, if your curve represent a time series, you can have some features having an impact at early times and other features having high contribution at later times: this means at any point on the curve you get a different COEFF vector. Fig 2.11 in http://pca.narod.ru/2MainGorbanKeglWunschZin.pdf shows a possible discussion about the impact of features (metabolites) along a curved nonlinear component. |
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