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Multivariate Analysis in Ecology I: Unconstrained Ordination Jari Oksanen Oulu January 2016 http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 1 / 103 Introduction What is Ordination? Multivariate Analysis and Ordination Basic ordination methods to simplify multivariate data into low dimensional graphics Analysis of multivariate dependence and hypotheses Analyses can be performed in R statistical software using vegan package and allies Course homepage http://cc.oulu.fi/~jarioksa/opetus/metodi/ Vegan homepage https://github.com/vegandevs/vegan/ http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 2 / 103
Transcript
Page 1: Multivariate Analysis in Ecology - I: Unconstrained Ordinationcc.oulu.fi/~jarioksa/opetus/metodi/mmmbeam1.pdf · Multivariate Analysis in Ecology I: Unconstrained Ordination Jari

Multivariate Analysis in EcologyI: Unconstrained Ordination

Jari Oksanen

Oulu

January 2016

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 1 / 103

Introduction What is Ordination?

Multivariate Analysis and Ordination

Basic ordination methods to simplify multivariate data into low dimensionalgraphics

Analysis of multivariate dependence and hypotheses

Analyses can be performed in R statistical software using vegan package andallies

Course homepage http://cc.oulu.fi/~jarioksa/opetus/metodi/

Vegan homepage https://github.com/vegandevs/vegan/

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 2 / 103

Page 2: Multivariate Analysis in Ecology - I: Unconstrained Ordinationcc.oulu.fi/~jarioksa/opetus/metodi/mmmbeam1.pdf · Multivariate Analysis in Ecology I: Unconstrained Ordination Jari

Introduction What is Ordination?

Outline

1 IntroductionWhat is Ordination?Gradient Analysis

2 Unconstrained OrdinationNMDSEigenvector MethodsPCACAGraphicsEnvironmental VariablesGradient Model and Ordination

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 3 / 103

Introduction What is Ordination?

Why Ordination?

Nobody should want to make an ordination, but they are desperate withmultivariate data

Map multidimensional table into low-dimensional display

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Ordination

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hclust (*, "average")uh.dis

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http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 4 / 103

Page 3: Multivariate Analysis in Ecology - I: Unconstrained Ordinationcc.oulu.fi/~jarioksa/opetus/metodi/mmmbeam1.pdf · Multivariate Analysis in Ecology I: Unconstrained Ordination Jari

Introduction What is Ordination?

Two Ways of Analysing Data

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http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 5 / 103

Introduction Gradient Analysis

Gradient Analysis

Gradient Analysis developed in 1950s in USA, with R. H. Whittaker as themain founding father

Only two or three environmental variables, or Gradients needed to explaincomplicated community patterns

Against classification: Species responses smooth along gradients

Against organism analogies: Species responses individualistic

The basis of modern theory and praxis: Ordination and Gradient modelling ofcommunities

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 6 / 103

Page 4: Multivariate Analysis in Ecology - I: Unconstrained Ordinationcc.oulu.fi/~jarioksa/opetus/metodi/mmmbeam1.pdf · Multivariate Analysis in Ecology I: Unconstrained Ordination Jari

Introduction Gradient Analysis

The Gradient ModelR.H.Whittaker (1956) Vegetation of The GreatSmoky Mountains. Ecological Monographs 26, 1–80.

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 7 / 103

Introduction Gradient Analysis

Types of Gradients

1 Direct gradients: Influence organims but are not consumed.

Correspond to conditions.

2 Resource gradients: Consumed

Correspond to resources.

Complex gradients. Covarying direct and/or resource gradients: Impossibleto separate effects of single gradients.

Most observed gradients.

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 8 / 103

Page 5: Multivariate Analysis in Ecology - I: Unconstrained Ordinationcc.oulu.fi/~jarioksa/opetus/metodi/mmmbeam1.pdf · Multivariate Analysis in Ecology I: Unconstrained Ordination Jari

Introduction Gradient Analysis

Landscapes and Gradients

Landscape

Gra

dien

t spa

ce

D

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A

B B

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C

C

A DD

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 9 / 103

Introduction Gradient Analysis

Species responses

Species have non-linear responses along gradients.Often assumed to be Gaussian. . .

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http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 10 / 103

Page 6: Multivariate Analysis in Ecology - I: Unconstrained Ordinationcc.oulu.fi/~jarioksa/opetus/metodi/mmmbeam1.pdf · Multivariate Analysis in Ecology I: Unconstrained Ordination Jari

Introduction Gradient Analysis

Gaussian Response Function

Gaussian Response Function has three in-terpretable parameters that define the ex-pected response µ along the gradient x

Location of the optimum u on thegradient x

Width of the response t in the unitsof gradient x

Height of the response h in theunits of response height µ +

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h µ = h × exp

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2t2

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 11 / 103

Introduction Gradient Analysis

Dream of species packing

Species have Gaussian responses and divide the gradient optimally:

Equal heights h.

Equal widths t.

Evenly distributed optima u.

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http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 12 / 103

Page 7: Multivariate Analysis in Ecology - I: Unconstrained Ordinationcc.oulu.fi/~jarioksa/opetus/metodi/mmmbeam1.pdf · Multivariate Analysis in Ecology I: Unconstrained Ordination Jari

Introduction Gradient Analysis

Evidence for Gaussian Responses

Whittaker reported a large numberof different response types

Only a small proportion weresymmetric, bell shaped responses

Still became the standard of ourtimes

Comparison of ordination methodsbased on simulation, and many ofthose use Gaussian responses

We need to use simulation becausethen we know the truth that shouldbe found

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 13 / 103

Unconstrained Ordination

Ordination

Ordination maps multivariate data onto low dimensional displays: “Most datasets have 2.5 dimensions”

Gradients define vegetation: ordination tries to find the underlying gradients

Basic ordination uses only community composition: Indirect Gradient Analysis

Constrained ordination studies only the variation that can be explained by theavailable environmental variables: Often called Direct Gradient Analysis

Distinct flavours of tools:

Nonmetric MDS the most robust methodPCA duly despisedFlavours of Correspondence Analysis popularCanonical method: Constrained Correspondence Analysis

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 14 / 103

Page 8: Multivariate Analysis in Ecology - I: Unconstrained Ordinationcc.oulu.fi/~jarioksa/opetus/metodi/mmmbeam1.pdf · Multivariate Analysis in Ecology I: Unconstrained Ordination Jari

Unconstrained Ordination NMDS

Nonmetric Multidimensional Scaling

Rank-order relation with (1) community dissimilarities and (2) ordinationdistances: No specified form of regression, but the the best shape is foundfrom the data.

Non-linear regression can cope with non-linear species responses of variousshapes: Not dependent on Gaussian model.

Iterative solution: No guarantee of convergence.

Must be solved separately for each number of dimensions: A lowerdimensional solutions is not a subset of a higher, but each case is solvedindividually.

A test winner, and a natural choice. . .

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 15 / 103

Unconstrained Ordination NMDS

From Ranks of Dissimilarities to Ordination Distances

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2: 0.301

9: 0.539

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Observed dissimilarities:A B C D E

B 0.467C 0.636 0.511D 0.524 0.356 0.634E 0.843 0.600 0.753 0.513F 0.922 0.893 0.852 0.667 0.606

Ranks of observed dissimilarities:A B C D E

B 2C 9 3D 5 1 8E 12 6 11 4F 15 14 13 10 7

Ordination distances:A B C D E

B 0.301C 0.539 0.303D 0.323 0.133 0.421E 0.615 0.414 0.612 0.307F 0.922 0.636 0.636 0.605 0.416

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 16 / 103

Page 9: Multivariate Analysis in Ecology - I: Unconstrained Ordinationcc.oulu.fi/~jarioksa/opetus/metodi/mmmbeam1.pdf · Multivariate Analysis in Ecology I: Unconstrained Ordination Jari

Unconstrained Ordination NMDS

MDS is a map

MDS tries to draw a map usingdistance data.

MDS tries to find an underlyingconfiguration fromdissimilarities.

Only the configuration counts:

No origin, but only theconstellations.No axes or natural directions,but only a framework forpoints.

Map of Europe from road distances

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Athens

Barcelona

BrusselsCalaisCherbourg

Cologne

Copenhagen

Geneva

Gibraltar

Hamburg

Hook of Holland

Lisbon

Lyons

MadridMarseilles

Milan

MunichParis

Rome

Stockholm

Vienna

Lambert conical conformal projection

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 17 / 103

Unconstrained Ordination NMDS

Shepard Diagram

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Non−metric fit, R2 = 0.967Linear fit, R2 = 0.835

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 18 / 103

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Unconstrained Ordination NMDS

Iterative Optimization

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 19 / 103

Unconstrained Ordination NMDS

Recommended procedure

NMDS may be good, but its use needs special care: Not every NMDSautomatically is good

1 Use adequate dissimilarity indices: An adequate index gives a good rank-orderrelation between community dissimilarity and gradient distance.

2 No convergence guaranteed: Start with several random starts and inspectthose with lowest stress.

3 Satisfied only if minimum stress configurations are similar.

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 20 / 103

Page 11: Multivariate Analysis in Ecology - I: Unconstrained Ordinationcc.oulu.fi/~jarioksa/opetus/metodi/mmmbeam1.pdf · Multivariate Analysis in Ecology I: Unconstrained Ordination Jari

Unconstrained Ordination NMDS

metaMDS I

> vare.mds <- metaMDS(varespec)

Square root transformationWisconsin double standardizationRun 0 stress 0.184Run 1 stress 0.196Run 2 stress 0.185... procrustes: rmse 0.0494 max resid 0.158Run 3 stress 0.209Run 4 stress 0.215Run 5 stress 0.235Run 6 stress 0.196Run 7 stress 0.234Run 8 stress 0.196Run 9 stress 0.222Run 10 stress 0.185Run 11 stress 0.195Run 12 stress 0.229Run 13 stress 0.184... New best solution... procrustes: rmse 3.6e-05 max resid 0.000139*** Solution reached

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 21 / 103

Unconstrained Ordination NMDS

metaMDS II

> vare.mds

Call:metaMDS(comm = varespec)

global Multidimensional Scaling using monoMDS

Data: wisconsin(sqrt(varespec))Distance: bray

Dimensions: 2Stress: 0.184Stress type 1, weak tiesTwo convergent solutions found after 13 triesScaling: centring, PC rotation, halfchange scalingSpecies: expanded scores based on ‘wisconsin(sqrt(varespec))’

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 22 / 103

Page 12: Multivariate Analysis in Ecology - I: Unconstrained Ordinationcc.oulu.fi/~jarioksa/opetus/metodi/mmmbeam1.pdf · Multivariate Analysis in Ecology I: Unconstrained Ordination Jari

Unconstrained Ordination NMDS

Plot metaMDS

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> plot(vare.mds)http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 23 / 103

Unconstrained Ordination NMDS

Numbers

Badness of fit measure stress is based on the residuals from the non-linearregression

A proportional measure in the range 0 (perfect) . . . 1 (desperate) related togoodness of fit measure 1 − R2

Random configuration typically ≈ 0.4 and 0 degenerateOften given in percents (but omitting the percent sign: 15 = 0.15, sincecannot be > 1)

Orientation, rotation, scale and origin of the coordinates (scores) areindeterminate: only the constellation matters

Vegan arbitrarily fixes some of these:

Axes are centred, but the origin has no special meaningAxes are rotated so that the first is the longest (technically: rotated toprincipal components)Axes are scaled so that one unit corresponds to halving of similarity from the“replicate similarity”The sign (direction) of the axes still undefined

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 24 / 103

Page 13: Multivariate Analysis in Ecology - I: Unconstrained Ordinationcc.oulu.fi/~jarioksa/opetus/metodi/mmmbeam1.pdf · Multivariate Analysis in Ecology I: Unconstrained Ordination Jari

Unconstrained Ordination NMDS

Half-change Scaling in NMDS

Replicate similarity: dissimilarityat ordination distance = 0

Maximum dissimilarity = 1:nothing in common

Linear area of ordinationdistance – dissimilarity: 0 . . . 0.8

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Replicate dissimilarity

Half−change

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 25 / 103

Unconstrained Ordination NMDS

What happened in metaMDS?

1 Square root transformation and Wisconsin double standardization

2 Bray–Curtis dissimilarities

3 monoMDS with several random starts and stopping after finding two identicalminimum stress solutions

4 Solution rotated to PCs

5 Solution scaled to half-change units

6 Species scores as weighted averages

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 26 / 103

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Unconstrained Ordination NMDS

Dissimilarity measures

Use a dissimilarity that describescorrectly gradient separation

Bray–Curtis (Steinhaus), Jaccard,Kulczynski

Wisconsin double standardizationoften helpful

Should use dissimilarities whichreach their maximum (1) when nospecies are shared (like those listedabove)

Indices with no bound maximum areusually bad (Euclidean distance etc.)

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http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 27 / 103

Unconstrained Ordination NMDS

Procrustes rotation

Procrustes rotation to maximal similarity between two configurations:

Translate the origin.Rotate the axes.Deflate or inflate the axis scale.

Single points can move a lot, although the stress is fairly constant: Especiallyin large data sets.

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 28 / 103

Page 15: Multivariate Analysis in Ecology - I: Unconstrained Ordinationcc.oulu.fi/~jarioksa/opetus/metodi/mmmbeam1.pdf · Multivariate Analysis in Ecology I: Unconstrained Ordination Jari

Unconstrained Ordination NMDS

Procrustes Rotation

> tmp <- wisconsin(sqrt(varespec))> dis <- vegdist(tmp)> vare.mds0 <- monoMDS(dis, trace = 0)> pro <- procrustes(vare.mds, vare.mds0)> pro

Call:procrustes(X = vare.mds, Y = vare.mds0)

Procrustes sum of squares:0.186

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 29 / 103

Unconstrained Ordination NMDS

Plot Procrustes Rotations

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http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 30 / 103

Page 16: Multivariate Analysis in Ecology - I: Unconstrained Ordinationcc.oulu.fi/~jarioksa/opetus/metodi/mmmbeam1.pdf · Multivariate Analysis in Ecology I: Unconstrained Ordination Jari

Unconstrained Ordination NMDS

Number of dimensions

In NMDS, 2D solution is not a plane in 3D space

Solution must be found separately for each dimensionality

Some people very disturbed: how do they know the correct number

Answer is easy: there is no correct number, although some numbers may beworse than others

“Most data sets have 2.5 dimensions”

Typically you try with 2 and 3

Do you need more dimensions to explain species patterns and environmentaldata?

Is convergence very slow? Try another number of dimensions

Scree plot or stress against the number of dimensions often suggested butrarely works

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 31 / 103

Unconstrained Ordination NMDS

Scree Plot

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http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 32 / 103

Page 17: Multivariate Analysis in Ecology - I: Unconstrained Ordinationcc.oulu.fi/~jarioksa/opetus/metodi/mmmbeam1.pdf · Multivariate Analysis in Ecology I: Unconstrained Ordination Jari

Unconstrained Ordination Eigenvector Methods

Simplified mapping: Eigen analysis

NMDS uses non-linear mapping for any dissimilarity measure: This is verydifficult

Things are much simpler if we accept only certain dissimilarity indices andmap them linearly onto ordination

Linear mapping is only a rotation, and can be solved using eigenvectortechniques

Sometimes said that certain methods are model-based (CA), but they alsoemploy a distance

method metric mapping

NMDS any nonlinearMDS any linearPCA Euclidean linearCA Chi-square weighted linear

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 33 / 103

Unconstrained Ordination Eigenvector Methods

Why Not PCA?

We admit that PCA is just a rotation, but it is a linear method

PCA works with species space, but we boldly go to gradient space

CA is an optimal scaling method

Sites with similar species composition packed close to each otherSpecies that occur together simultaneously packed close to each other

CA can handle unimodal species responses, even approximate onedimensional species packing model

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 34 / 103

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Unconstrained Ordination PCA

Species space

Graphical presentations of datamatrix: Species are axes and spanthe space where sites are points

Some species show more of theconfiguration than others

What is the ideal viewing angle tothe species space?

Shows as much as possible of allspecies in just two or threedimensions 0 10 20 30 40 50 60

020

4060

80Cla.ran

Cla

.ste

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 35 / 103

Unconstrained Ordination PCA

Rotation in species space

1 Put sites into species space

2 Move the origin to the centroid

3 Rotate the axes so that the first axis(1) is as close to all points aspossible, and (2) explains as muchof the variance as possible

Cla.ran

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http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 36 / 103

Page 19: Multivariate Analysis in Ecology - I: Unconstrained Ordinationcc.oulu.fi/~jarioksa/opetus/metodi/mmmbeam1.pdf · Multivariate Analysis in Ecology I: Unconstrained Ordination Jari

Unconstrained Ordination PCA

Goodness of Fit

The total variation (Λ) is the sum of squared distances of points from theorigin

Λ can be expressed as the sum of squares (SS) or variance (SS/n orSS/(n − 1))

The points are projected on the axis, and the sum of projected squareddistances is the eigenvalue of the axis (λi )

The eigenvalues are ordered and non-negative λ1 ≥ λ2 ≥ · · · ≥ λp ≥ 0, andsum up to total variance Λ =

∑pi=1 λi

λi/Λ gives the proportion that an axis explains of the total variance, and λ1

explains the largest proportion

Cumulative sum gives the proportion of variance explained by the first axes:often emphasized but rather useless statistic

PCA is often used to reduce data into a few linearly independent componentsthat explain the most of the original variables

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 37 / 103

Unconstrained Ordination PCA

Euclidean Metric of PCA

+

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Explained

Residual

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i=1 (Cla.ran)

i=2

(Cla

.arb

)

djk = ∑i

(xij − xik)2

sj = ∑i

xij2

sk

k

jθjk

cosθjk =∑i

xijxik

∑i

xij2∑

ixik

2

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Unconstrained Ordination PCA

Running PCA I

> (ord <- rda(dune))

Call: rda(X = dune)

Inertia RankTotal 84.1Unconstrained 84.1 19Inertia is variance

Eigenvalues for unconstrained axes:PC1 PC2 PC3 PC4 PC5 PC6 PC7 PC8

24.80 18.15 7.63 7.15 5.70 4.33 3.20 2.78(Showed only 8 of all 19 unconstrained eigenvalues)

> head(summary(ord), 3, 1)

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Unconstrained Ordination PCA

Running PCA II

Call:rda(X = dune)

Partitioning of variance:Inertia Proportion

Total 84.1 1Unconstrained 84.1 1

Eigenvalues, and their contribution to the variance

Importance of components:PC1 PC2 PC3 PC4 PC5 PC6

Eigenvalue 24.795 18.147 7.6291 7.153 5.6950 4.3333Proportion Explained 0.295 0.216 0.0907 0.085 0.0677 0.0515Cumulative Proportion 0.295 0.510 0.6011 0.686 0.7539 0.8054

PC7 PC8 PC9 PC10 PC11 PC12Eigenvalue 3.199 2.7819 2.4820 1.854 1.7471 1.3136Proportion Explained 0.038 0.0331 0.0295 0.022 0.0208 0.0156Cumulative Proportion 0.843 0.8765 0.9060 0.928 0.9488 0.9644

PC13 PC14 PC15 PC16 PC17Eigenvalue 0.9905 0.63779 0.55083 0.35058 0.19956Proportion Explained 0.0118 0.00758 0.00655 0.00417 0.00237

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Unconstrained Ordination PCA

Running PCA III

Cumulative Proportion 0.9762 0.98377 0.99032 0.99448 0.99686PC18 PC19

Eigenvalue 0.14880 0.11575Proportion Explained 0.00177 0.00138Cumulative Proportion 0.99862 1.00000

Scaling 2 for species and site scores* Species are scaled proportional to eigenvalues* Sites are unscaled: weighted dispersion equal on all dimensions* General scaling constant of scores: 6.3229

Species scores

PC1 PC2 PC3 PC4 PC5 PC6Achimill -0.6038 0.124 0.00846 0.160 0.4087 0.1279Agrostol 1.3740 -0.964 0.16691 0.266 -0.0877 0.0474Airaprae 0.0234 0.251 -0.19477 -0.326 0.0557 -0.0796....Callcusp 0.5385 0.180 0.17509 0.239 0.2553 0.1692

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Unconstrained Ordination PCA

Running PCA IV

Site scores (weighted sums of species scores)

PC1 PC2 PC3 PC4 PC5 PC61 -0.857 -0.172 2.608 -1.130 0.4507 -2.49112 -1.645 -1.230 0.887 -0.986 2.0346 1.81063 -0.440 -2.383 0.930 -0.460 -1.0278 -0.0518....20 2.341 1.299 0.903 0.718 -0.0757 -0.9691

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Unconstrained Ordination PCA

Row and Column scores

The scores are centred (= their mean is zero) and either normalized (= allhave equal spread) or proportional to eigenvalues (= spread is higher wheneigenvalue is high)

Normalized scores give the regression coefficients between the axis and thevariables: often used for species

Scores proportional to the eigenvalue give the true configuration of points inthe space defined by normalized scores: often used for sites (hence in speciesspace)

Together these scores give a linear least square approximation of the data

Graphical presentation called biplot

However, there are many alternative scaling systems

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Unconstrained Ordination PCA

Default Plot

−2 −1 0 1 2 3

−2

−1

01

2

PC1

PC

2

Achimill

Agrostol

Airaprae

Alopgeni

Anthodor

BellpereBromhordChenalbuCirsarve

ComapaluEleopalu

Elymrepe

Empenigr

Hyporadi

Juncarti

JuncbufoLolipere

Planlanc

Poaprat

Poatriv

RanuflamRumeacet

Sagiproc

SalirepeScorautu

Trifprat

TrifrepeVicilath

Bracruta

Callcusp

1

2

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Unconstrained Ordination PCA

Reading the Plot

Origin: all species (variables) at their average values

The distance from the origin for a row (site) implies how much the pointdiffers from the average

The distance from the origin for a column (species, variable) implies howmuch the point increases to that direction

The change is measured in absolute scale: big changes, long distances fromthe origin

Implies a linear model of species response against axes

The angle between two points implies correlations

90◦ means zero correlation, < 90◦ positive correlation, > 90◦ negativecorrelation, 0◦ implies r = 1

Arrow biplots often used instead of point biplot

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Unconstrained Ordination PCA

Arrow Biplot

−2 −1 0 1 2 3

−2

−1

01

2

PC1

PC

2

Achimill

Agrostol

Airaprae

Alopgeni

Anthodor

BellpereBromhordChenalbuCirsarve

ComapaluEleopalu

Elymrepe

Empenigr

Hyporadi

Juncarti

JuncbufoLolipere

Planlanc

Poaprat

Poatriv

RanuflamRumeacet

Sagiproc

SalirepeScorautu

Trifprat

TrifrepeVicilath

Bracruta

Callcusp

1

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Unconstrained Ordination PCA

Linear Model

−2 −1 0 1 2 3

02

46

Principal Component 1

Exp

ecte

d R

espo

nse

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Unconstrained Ordination PCA

Variances and Correlations

Analysis of raw data explains variances: variables with high variance are mostimportant

If the variables are standardized to unit variance before analysisz = (x − x)/sx all variables are equally important and the analysis explainscorrelations among variables

Standardization can be used when we want all variables to have equal weights

Standardization must be used when variables are measured in different scales,such as for environmental measurements

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Unconstrained Ordination PCA

Reducing the Number of Correlated EnvironmentalVariables I

> (pc <- rda(varechem, scale=TRUE))

Call: rda(X = varechem, scale = TRUE)

Inertia RankTotal 14Unconstrained 14 14Inertia is correlations

Eigenvalues for unconstrained axes:PC1 PC2 PC3 PC4 PC5 PC6 PC7 PC8 PC9 PC10 PC11 PC125.19 3.19 1.69 1.07 0.82 0.71 0.44 0.37 0.17 0.15 0.09 0.07PC13 PC140.04 0.02

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Unconstrained Ordination PCA

The Number of Components

PCA is a rotation in species (character) space and retains the originalconfiguration

The number of PC’s is min(N,S), and all together give the original data

First axes are most important and we may ignore the minor axes

We can either use the axes as variables in other models, or use them toidentify major (almost) independent variables

Often we want to retain a certain proportion of the variance, say 50 %

Sometimes we would like to retain “significant” axes

There really is no way of doing this, but some people suggest comparingeigenvalues against broken stick distribution

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Unconstrained Ordination PCA

Broken Stick and Eigenvalues

PC1 PC2 PC3 PC4 PC5 PC6 PC7 PC8 PC9

pc

Iner

tia

01

23

45

●●

● Broken Stick

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Unconstrained Ordination PCA

Two Dimensions, but which?

−1.0 −0.5 0.0 0.5

−1.

0−

0.5

0.0

0.5

PC1

PC

2

N

P

K

CaMg

S

Al

Fe

Mn

Zn

Mo

BaresoilHumdepth

pH

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Unconstrained Ordination PCA

Methods Related to PCA

Metric Scaling a.k.a. Principal Coordinates Analysis

Used dissimilarities instead of raw dataWith Euclidean distances equal to PCA, but can use other dissimilarities

Factor Analysis

A statistical method that makes a difference between systematic componentsand random errorIn PCA we just ignore latter components, but here we really identify the realcomponentsMuch used in human sciences and often referred to in ecology (but usuallymisunderstood)

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Unconstrained Ordination PCA

Confirmatory Factor Analysis

P

K

Ca

Mg

ξ

0.812

0.776

0.915

0.831

0.340

0.399

0.163

0.310

ε

ε

ε

ε

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Unconstrained Ordination CA

Correspondence Analysis

Minor variant of PCA: Weighted PrincipalComponents with Chi-square metric

All sites should have all species in in the sameproportions as in the whole data

Site and species marginal profiles define theexpected abundances

Null model: Species composition is identical in allsampling units

Chi-square transformation tells how much theobserved proportions fij differ from the expectedproportions eij :

χij =fij − eij√

eij

1815

2427

2319

2216

2813

1420

257

56

34

29

1210

1121

0.00 0.03

Cal.vulEmp.nigLed.pal

Vac.myrVac.vitPin.sylDes.fle

Bet.pubVac.uli

Dip.monDic.spDic.fusDic.polHyl.spl

Ple.schPol.pil

Pol.junPol.comPoh.nut

Pti.cilBar.lycCla.arbCla.ranCla.ste

Cla.uncCla.cocCla.corCla.graCla.fimCla.criCla.chlCla.bot

Cla.amaCla.spCet.eriCet.isl

Cet.nivNep.arc

Ste.spPel.aph

Ich.eriCla.cerCla.defCla.phy

0.00

0.05

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0.15

0.20

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Unconstrained Ordination CA

Chi-squared metric

10 2 9 3 4 12 5 6 11 7 13 18 19 21 23 20 14 16 15 27 22 24 25 28

Dic.sp

Vac.myr

Ple.sch

Dic.fus

Cla.unc

Vac.vit

Emp.nig

Cal.vul

Cla.arb

Cla.ran

Cla.ste(f i

j−e i

j)e i

j

eij

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Unconstrained Ordination CA

CA Rotation

1 Sites in a species space

2 Relative proportions are axes andpoints have weights

3 Chi-square transformation

4 Weighted rotation

5 De-weighting

CA1

CA

2

−0.

50.

00.

51.

0

−1.0 −0.5 0.0 0.5 1.0

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Unconstrained Ordination CA

Running CA I

> (ord <- cca(dune))

Call: cca(X = dune)

Inertia RankTotal 2.12Unconstrained 2.12 19Inertia is mean squared contingency coefficient

Eigenvalues for unconstrained axes:CA1 CA2 CA3 CA4 CA5 CA6 CA7 CA8

0.536 0.400 0.260 0.176 0.145 0.108 0.092 0.081(Showed only 8 of all 19 unconstrained eigenvalues)

> head(summary(ord), 2, 1)

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Unconstrained Ordination CA

Running CA II

Call:cca(X = dune)

Partitioning of mean squared contingency coefficient:Inertia Proportion

Total 2.12 1Unconstrained 2.12 1

Eigenvalues, and their contribution to the mean squared contingency coefficient

Importance of components:CA1 CA2 CA3 CA4 CA5 CA6

Eigenvalue 0.536 0.400 0.260 0.1760 0.1448 0.108Proportion Explained 0.253 0.189 0.123 0.0832 0.0684 0.051Cumulative Proportion 0.253 0.443 0.565 0.6486 0.7170 0.768

CA7 CA8 CA9 CA10 CA11Eigenvalue 0.0925 0.0809 0.0733 0.0563 0.0483Proportion Explained 0.0437 0.0382 0.0347 0.0266 0.0228Cumulative Proportion 0.8117 0.8500 0.8847 0.9113 0.9341

CA12 CA13 CA14 CA15 CA16Eigenvalue 0.0412 0.0352 0.02053 0.01491 0.00907Proportion Explained 0.0195 0.0167 0.00971 0.00705 0.00429

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Unconstrained Ordination CA

Running CA III

Cumulative Proportion 0.9536 0.9702 0.97995 0.98700 0.99129CA17 CA18 CA19

Eigenvalue 0.00794 0.00700 0.00348Proportion Explained 0.00375 0.00331 0.00164Cumulative Proportion 0.99505 0.99836 1.00000

Scaling 2 for species and site scores* Species are scaled proportional to eigenvalues* Sites are unscaled: weighted dispersion equal on all dimensions

Species scores

CA1 CA2 CA3 CA4 CA5 CA6Achimill -0.909 0.0846 -0.586 -0.00892 -0.660 -0.1888Agrostol 0.934 -0.2065 0.282 0.02429 -0.139 -0.0226....Callcusp 1.952 0.5674 -0.859 -0.09897 -0.557 0.2328

Site scores (weighted averages of species scores)

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Unconstrained Ordination CA

Running CA IV

CA1 CA2 CA3 CA4 CA5 CA61 -0.812 -1.083 -0.1448 -2.107 -0.393 -1.83462 -0.633 -0.696 -0.0971 -1.187 -0.977 0.0658....20 1.944 1.069 -0.6660 -0.553 1.596 -1.7029

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Unconstrained Ordination CA

Goodness of Fit of Scores

Inertia is “mean square contingency coefficient”: Chi-squared of a matrixstandardized to unit sum, or Chi-square of x∑

x

Eigenvalues are non-negative and ordered like in PCA, but they are bound tomaximum 1

The origin gives the expected abundances for all species and all sites

The deviant species and deviant sites are far away from the origin

CA is weighted analysis, and the weighted sum of squared scores is theeigenvalue

The species and site scores are (scaled) weighted averages of each other:proximity matters

Rare species have low weights: they are further away from the origin

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Unconstrained Ordination CA

Weighted Average?

−1 0 1 2

−1

01

23

CA1

CA

2

Lolper

●●●

●●

For presence/absence data: weightedaverage of a species is in the middle(“barycentre”) of plots where the speciesoccurs

For quantitative data: plots wheresspecies is abundant are heavier and theweighted average is closer to them

Sampling units (SU) are close to speciesthat occur on them

CA is a weighted average method: ittries to put SUs close to the speciesthat occur in them, and all SUs withsimilar species composition close to eachother: Unimodal response

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Unconstrained Ordination CA

Default Plot and Effect of Scaling

−2 −1 0 1 2 3 4

−1

01

23

45

scaling = 1

CA1

CA

2

Achimill

Agrostol

Airaprae

Alopgeni

Anthodor

BellpereBromhord

ChenalbuCirsarve

Comapalu

Eleopalu

Elymrepe

Empenigr

Hyporadi

Juncarti

Juncbufo

Lolipere

Planlanc

Poaprat

Poatriv

Ranuflam

Rumeacet

Sagiproc

Salirepe

Scorautu

TrifpratTrifrepe

VicilathBracruta

Callcusp

1

234

567 8

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scaling = 2

CA1

CA

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Achimill

Agrostol

Airaprae

Alopgeni

Anthodor

BellpereBromhord

ChenalbuCirsarve

Comapalu

Eleopalu

Elymrepe

Empenigr

Hyporadi

Juncarti

Juncbufo

Lolipere

Planlanc

Poaprat

Poatriv

Ranuflam

Rumeacet

Sagiproc

Salirepe

Scorautu

TrifpratTrifrepe

VicilathBracruta

Callcusp

1

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Unconstrained Ordination CA

Weighted Averages

Species scores are [proportional to] weighted averages of site scores, andsimultaneously

Site scores are [proportional to] weighted averages of species scores

Either one (but not both) of these can be a direct weighted average of other

If sites scores are weighted averages of species scores, site point is in themiddle of points of species that occurs in the site

The location of the point is meaningful whereas in PCA the main things weredistance and direction from the origin (but these, too, matter)

Can approximate unimodal response model and therefore CA is much betterfor community ordination than PCA

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Unconstrained Ordination CA

Linear and Unimodal Models

PCA implies linear relations between axes and species abundances

CA packs species and approximates a unimodal model

−4 −2 0 2

020

4060

80

PCA1

clad

stel

−1 0 1 2 3

020

4060

80

CA1

clad

stel

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Unconstrained Ordination CA

Optimal Scaling

The locations of species optima (tops)should be widespread: spread ismeasured as SSB

The species responses should be narrow:width is measured as SSw

The total variance is their sumSST = SSB + SSw

High SSB means that species havedifferent optima, and low SSw meansthat species have narrow tolerance

Scaling is optimal if most of variance isbetween species and SSB is high

The criterion of variance is theeigenvalue maximized in CA:λ = SSB/SST

1 2 3 4 5

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Gradient

Res

pons

e

Suboptimal scaling

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00.

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Res

pons

e

Optimal scaling

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Unconstrained Ordination CA

Goodness of Fit Statistics: Repetition

NMDS: stress of nonlinear transformation from observed dissimilarities toordination distances

In range 0 . . . 1 (0 . . . 100 %), but in practice 0.4 for random configuration0.1 is good, and 0.2 is not bad, 0 is suspect

PCA: sum of eigenvalues is variance (or SS)

Upper limit is total variance, large is good

CA: sum of all eigenvalues is (scaled) Chi-square

Single eigenvalue maximum 1high is good, but λ < 0.2 may not be badEigenvalues λ > 0.7 are suspect: disjunct or very heterogeneous data

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Unconstrained Ordination CA

Nonlinear and Linear Mapping

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Observed Dissimilarity

Ord

inat

ion

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e

Non−metric fit, R2 = 0.986 Linear fit, R2 = 0.926

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Observed Dissimilarity

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Dune Meadow data

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Unconstrained Ordination CA

Nonlinear and Linear Mapping: A Difficult Case

0.2 0.4 0.6 0.8 1.0

01

23

4

NMDS

Observed Dissimilarity

Ord

inat

ion

Dis

tanc

e

Non−metric fit, R2 = 0.98 Linear fit, R2 = 0.92

2 4 6 8

01

23

45

67

PCA

Observed Dissimilarity

Ord

inat

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Dis

tanc

e

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Observed Dissimilarity

Ord

inat

ion

Dis

tanc

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Bryce Canyon

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Unconstrained Ordination Graphics

Anatomy of a Plot

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Unconstrained Ordination Graphics

Plotting functions

All vegan ordination functions have a plot function, and ordiplot can beused for other functions as well

For full control, use first plot(x, type="n") and then add configurablepoints or text

Congested plots can displayed with orditorp or edited with orditkplot

Lattice graphics can be made with ordixyplot, ordicloud or ordisplom

Dynamic, spinnable 3D plots can be made with ordirgl function in thevegan3d package

Items can be added to the plots with ordiarrows, ordihull, ordispider,ordihull, ordiellipse, ordisegments, or ordigrid

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Unconstrained Ordination Environmental Variables

Ordination and Environment

We take granted that vegetation is controlled by environment, so

1 Two sites close to each other in ordination have similar vegetation

2 If two sites have similar vegetation, they have similar environment

3 Two sites far away from each other in ordination have dissimilar vegetation,and perhaps

4 If two sites have different vegetation, they have different environment

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Unconstrained Ordination Environmental Variables

Fitted Vectors

Direction of fitted vector shows thegradient of the environmental variable,length shows its importance.

For every arrow, there is an equally longarrow into opposite direction:Decreasing direction of the gradient.

Implies a linear model: Project sampleplots onto the vector for expected value.

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Unconstrained Ordination Environmental Variables

Interpretation of Arrow

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Unconstrained Ordination Environmental Variables

Alternatives to Vectors

Fitted vectors natural in constrained ordination, since these have linearconstraints.

Distant sites are different, but may be different in various ways:Environmental variables may have a non-linear relation to ordination.

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Unconstrained Ordination Environmental Variables

Fitting Environmental Vectors I

> (ef <- envfit(vare.mds, varechem, permu = 999))

***VECTORS

NMDS1 NMDS2 r2 Pr(>r)N -0.050 -0.999 0.21 0.098 .P 0.687 0.727 0.18 0.135K 0.827 0.562 0.17 0.147Ca 0.750 0.661 0.28 0.029 *Mg 0.697 0.717 0.35 0.015 *S 0.276 0.961 0.18 0.143Al -0.838 0.546 0.52 0.002 **Fe -0.862 0.507 0.40 0.013 *Mn 0.802 -0.597 0.53 0.001 ***Zn 0.665 0.747 0.18 0.146Mo -0.849 0.529 0.05 0.581Baresoil 0.872 -0.490 0.25 0.035 *Humdepth 0.926 -0.377 0.56 0.001 ***pH -0.799 0.601 0.26 0.042 *---Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1Permutation: freeNumber of permutations: 999

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 77 / 103

Unconstrained Ordination Environmental Variables

Plotting Environmental VectorsLimit p < 0.1

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Unconstrained Ordination Environmental Variables

Fitting Environmental surfaces

> ef <- envfit(vare.mds ~ Al + Ca, varechem)> plot(vare.mds, display = "sites")> plot(ef)> tmp <- with(varechem, ordisurf(vare.mds, Al, add = TRUE))> tmp <- with(varechem, ordisurf(vare.mds, Ca, add = TRUE, col = "green4"))

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 79 / 103

Unconstrained Ordination Environmental Variables

Plotting Environmental Surfaces

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Unconstrained Ordination Environmental Variables

Factor Fitting I

> dune.ca <- cca(dune)> ef <- envfit(dune.ca ~ A1 + Management, data=dune.env, perm=999)> ef

***VECTORS

CA1 CA2 r2 Pr(>r)A1 0.9980 0.0606 0.31 0.052 .---Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1Permutation: freeNumber of permutations: 999

***FACTORS:

Centroids:CA1 CA2

ManagementBF -0.73 -0.14ManagementHF -0.39 -0.30ManagementNM 0.65 1.44ManagementSF 0.34 -0.68

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 81 / 103

Unconstrained Ordination Environmental Variables

Factor Fitting II

Goodness of fit:r2 Pr(>r)

Management 0.44 0.003 **---Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1Permutation: freeNumber of permutations: 999

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Unconstrained Ordination Environmental Variables

Plotting Fitted Factors

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Unconstrained Ordination Environmental Variables

Environmental Interpretation

Environmental variables need not be parallel to ordination axes.

Axes cannot be taken as gradients, but gradients are oblique to axes: Youcannot tear off an axis from an ordination.

Never calculate a correlation between an axis and an environmental variable.

Environmental variables need not be linearly correlated with the ordination,but locations in ordination can be exceptional.

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Unconstrained Ordination Gradient Model and Ordination

Gradient Model and Ordination

Single gradients appear as curves inlinear ordination methods

PCA horseshoe: curve bends inwardand gives wrong ordering of pointson axis 1

CA arch: axis 1 retains the correctordering of sites despite the curve

Environmental interpretation byvector fitting or surface bound to bebiased

Axes cannot be interpreted as“gradients”

Species packing gradient

PCA CA

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 85 / 103

Unconstrained Ordination Gradient Model and Ordination

The birth of the curve

There is a curve in the species space and PCA shows it correctly

CA deals better wit unimodal responses, but the second optimal scaling axisis folded first axis

Gradient space Species space

CA1

CA2

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Unconstrained Ordination Gradient Model and Ordination

Solutions to the Curvature

Detrended Correspondence Analysis (DCA)

CA axis retains the correct ordering: keep that, but instead of orthogonal axes,use detrended axesProgramme DECORANA additionally rescales axes to sd units approximating tparameter of the Gaussian modelDistorts space, introduces new artefacts and probably should be avoided

Nonmetric Multidimensional Scaling (NMDS) should be able to cope withmoderately long gradients

Constrained ordination may linearize the responses

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 87 / 103

Unconstrained Ordination Gradient Model and Ordination

Running Detrended Correspondence Analysis

> (ord <- decorana(dune))

Call:decorana(veg = dune)

Detrended correspondence analysis with 26 segments.Rescaling of axes with 4 iterations.

DCA1 DCA2 DCA3 DCA4Eigenvalues 0.512 0.304 0.1213 0.1427Decorana values 0.536 0.287 0.0814 0.0481Axis lengths 3.700 3.117 1.3005 1.4789

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Unconstrained Ordination Gradient Model and Ordination

Default plot

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Unconstrained Ordination Gradient Model and Ordination

Community Pattern Simulation

Truth

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PCA PCoA

CA DCA NMDS

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Unconstrained Ordination Gradient Model and Ordination

Short Gradients: Is There a Niche for PCA?

Folklore: PCA with short gradients (≤ 2t).

Not based on research, but simulation finds PCAuniformly worse than CA: With short gradientsabout as good as CA, but usually worse.

There should be no species optimum withingradient: Shortness alone not sufficient.

PCA best used for really linear cases(environment) or for reduction of variables intoprincipal components (but see FA).

Noise dominates over signal in homogeneousdata.

PCA

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http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 91 / 103

Unconstrained Ordination Gradient Model and Ordination

Long Gradients: DCA or NMDS

Curvature with long gradients: Need either DCA orNMDS.

NMDS is a test winner: More robust than DCA.

DCA more popular.

DCA may produce new artefacts, since it twists thespace.

CA

DCA

MDS

8x3t

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Unconstrained Ordination Gradient Model and Ordination

Extended Dissimilarities and Step-across

How different are sites that havenothing in common?

Use step-across points to estimatetheir distance

Flexible shortest path or theirapproximations, extendeddissimilarities

Extended dissimilarity: use onlyone-site steps, do not updatedissimilarities below a threshold

No shared species since rare specieswere not observed: Swantransformation estimates theprobability of finding an unobservedspecies

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2 4 6 8

0.3

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0.8

0.9

1.0

Gradient Distance

Com

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2 4 6 8

0.5

1.0

1.5

2.0

2.5

Gradient Distance

Ext

ende

d D

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mila

rity

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 93 / 103

Unconstrained Ordination Gradient Model and Ordination

Strong and Weak Ties

Maximum dissimilarities (no sharedspecies) are tied

Strong tie treatment tries to keeptied values together and putsmaximum dissimilarites to a circle

Weak tie treatment allows breakingties and straightens the axes: nowthe default in vegan, whereas earlierwas impossible

strong weak

stepacross swan

8 x 1.5 sd8 × 1.5 sd units, Gaussian binary response

http://cc.oulu.fi/ jarioksa/ (Oulu) Multivariate Analysis in Ecology January 2016 94 / 103


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