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Covariance Structure of Principal Components for Three-Part Compositional Data

Klára Hrůzová, Karel Hron, Miroslav Rypka, Eva Fišerová (2013)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

Statistical analysis of compositional data, multivariate observations carrying only relative information (proportions, percentages), should be performed only in orthonormal coordinates with respect to the Aitchison geometry on the simplex. In case of three-part compositions it is possible to decompose the covariance structure of the well-known principal components using variances of log-ratios of the original parts. They seem to be helpful for the interpretation of these special orthonormal coordinates....

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