ProjPursuit

Selecting this button generates a window in which the projection
pursuit index for the current two dimensional view of the data is
plotted.  As the tour progresses the index is plotted continuously.
The value is also displayed directly beneath this button.

Selecting this button also turns on the "PrnCmp Basis" button and
spheres the data by principal components.  Three of the projection
pursuit indices are polynomial-based.  These indices are measures of
the difference between the empirical density and the standard normal
density.  There is no restriction in the software for running the
projection pursuit with "PrnCmp Basis" turned off, but beware that this
may not give sensible results for the polynomial indices.

When "Optimz" is selected, the tour is guided by the gradient of the
projection pursuit index, so that XGobi begins to search for views with
high index values.  Hopefully these views will expose interesting
features of the data.  When a maximum value of the projection pursuit
index is reached the tour may turn itself off (this occurs when the
gradients are all close to zero, meaning we have gone as far as
possible in this direction to capture a maximum, and it is not possible
to find any better direction).  To restart the tour turn "Optimz" off.

The two scrollbars in this panel allow interactive control of this
projection pursuit guided tour.

The first scrollbar controls the tour "jump size", that is, the
distance between the starting and ending plane.  Its effect is to
control the frequency of the derivative calculations.  When the
jumpsize is large the tour is allowed to move further before a new
direction, based on the derivative, is calculated.  (This is a
primitive, manually-controlled derivative-based optimization method).

There are two types of indices currently implemented.  One type is
based on density estimation using expansions in orthogonal polynomials,
and the other is based on kernel density estimations.  In each of these
methods there is a parameter which it is desirable to alter from time
to time.  The second scrollbar allows the interactive changing of these
parameters.  For the polynomials it controls the number of terms used
in the expansions.  For the kernel density estimation it controls the
window width of the kernel.

