Fig. 2
RGSA illustration using a nonlinear function of two variables: (a) surface plot of the function (gray), twenty random observables xs(k) (circles), and relocation vectors xc(k) – xs(k) (line segments), as well as the principal component e1 (thick arrow); (b) relocation matrix vectors rs(k)vs(k) (thin lines), and the largest principal component e1 (thick solid line). It can be noticed that the vector e1 obtained using RGSA visually corresponds to the direction of the largest variability of the function f(x).
