[Rd] Feature requests for princomp(.) : Allow cor() specifications
Prof Brian Ripley
Prof Brian Ripley <email@example.com>
Wed, 2 Feb 2000 14:37:29 +0000 (GMT)
> From: Martin Maechler <firstname.lastname@example.org>
> Date: Mon, 31 Jan 2000 16:21:10 +0100 (MET)
> (all in subject).
Having you been looking at your S-PLUS recently?
> If I want to do a PC analysis in a situation with missing data,
> I may want to have same flexibility as with "cor(.)",
> e.g., I may want
> princomp(x, ..., use.obs = "pairwise.complete")
Um. That's a way not to get a valid covariance matrix and hence no
> Actually, I may want even more flexibility.
> if (cor)
> cv <- get("cor", envir = .GlobalEnv)(z)
> else cv <- cov(z)
> edc <- eigen(cv)
> and If may want it to use a robust covariance or correlation matrix instead,
> princomp(x, cv = cov.mve(x), .....)
princomp(x, data = NULL, covlist = NULL, weights = NULL, scores = T, cor = F,
> Note that for prcomp() which works on the SVD rather than the
> correlation/cov. matrix, similar flexibility may be required.
> (either one is sufficient to answer!)
It really is easy. If there were not a feature freeze on I would do
it right now.
Brian D. Ripley, email@example.com
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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