[Rd] stats:::biplot.prcomp: Scaling, typo in the help file?
Thaler, Thorn, LAUSANNE, Applied Mathematics
Thorn.Thaler at rdls.nestle.com
Wed May 11 09:11:10 CEST 2011
Dear all,
>From the documentation of biplot.prcomp:
scale: The variables are scaled by 'lambda ^ scale' and the
observations are scaled by 'lambda ^ (1-scale)' where
'lambda' are the singular values as computed by 'princomp'.
>From the source code of prcomp:
lam <- x$sdev[choices]
n <- NROW(scores)
lam <- lam * sqrt(n)
if (scale < 0 || scale > 1)
warning("'scale' is outside [0, 1]")
if (scale != 0)
lam <- lam^scale
else lam <- 1
if (pc.biplot)
lam <- lam/sqrt(n)
biplot.default(t(t(scores[, choices])/lam), t(t(x$rotation[,
choices]) * lam), ...)
Thus, the observations are divided by the scale factor, i.e. they are scaled by lambda^(-scale) and not by lambda^(1-scale).
Am I missing something?
Kind Regards,
Thorn Thaler
Mathematician
Applied Mathematics Group
Nestlé Research Center
PO Box 44
CH-1000 Lausanne 26, Switzerland
Phone: +41 21 785 8220
Fax: +41 21 785 8556
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