[Rd] Feature requests for princomp(.) : Allow cor() specifications
Martin Maechler
Martin Maechler <maechler@stat.math.ethz.ch>
Mon, 31 Jan 2000 16:21:10 +0100 (MET)
(all in subject).
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")
Actually, I may want even more flexibility.
Currently,
princomp(.)
has
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,
e.g.,
princomp(x, cv = cov.mve(x), .....)
Note that for prcomp() which works on the SVD rather than the
correlation/cov. matrix, similar flexibility may be required.
Opinions?
Volunteers?
(either one is sufficient to answer!)
Martin
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