Hi,
It may be my misunderstanding, but it seems that the "na.action" in the princomp() function for principal components analysis does not work. Please see this simple example:
u <- matrix(rnorm(75), ncol=1)
v <- matrix(rnorm(20), ncol=1)
x <- u%*%t(v) + matrix(rnorm(20*75),ncol=20)
x[1,1] <- NA
pc.out <- princomp(x, na.action=na.exclude)
Error in cov.wt(z) : 'x' must contain finite values only
>
Note, I have:
> options("na.action")
$na.action
[1] "na.omit"
Thanks,
Ravi
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