Theory, Examples & Exercises
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This method is also known as MDS (Metric Multidimensional Scaling). While PCA preserves Euclidean distances among samples and CA chi-square distances, PCoA provides Euclidean representation of a set of objects whose relationship is measured by any similarity or distance measure chosen by the user. As well as PCA and CA, PCoA returns a set of orthogonal axes whose importance is measured by eigenvalues. This means that calculating PCoA on Euclidean distances among samples yields the same results as PCA calculated on covariance matrix of the same dataset (if scaling 1 is used).
Non-metric alternative to PCoA analysis - it can use any distance measure among samples, and the main focus is on projecting the relative position of sample points into low dimensional ordination space (two or three axes). The method is distance based, not eigenvalue based - it means that it does not attempt to maximize the variance preserved by particular ordination axes and resulting projection could therefore be rotated in any direction.
The algorithm goes like this (simplified):