Exploratory Projection Pursuit: The Multivariate and Discrete Case
Sigbert Klinke · 1995
: Exploratory Projection Pursuit (EPP) is a tool for an exploratory data analysis. The theorem of Cram'er-Wold allows us to concentrate on (bivariate) projections of the data. The work of Diaconis & Freedman (1984) emphasizes the search for projections with a non-normal density. Index functions are used to describe the amount of structure of a projection. A (local) maximum of the index function provides interesting 2-dimensional views of the data. A variety of index functions have been developed over the last 20 years and some of these have been implemented in programs like XGobi or XploRe. We discuss the problem of the selection of the smoothing parameter and computational aspects in connection with interactive software for several index functions. An application for the Swiss Banknote data is given. Then extensions are made for the case of multivariate projections and the case of discrete variables. Keywords : Exploratory Data Analysis; Non-parametric density estimation; Visualizati...