[R] prcomp help: is this a typo?
Ramon Diaz-Uriarte
rdiazuri at students.wisc.edu
Thu Jun 15 19:00:00 CEST 2000
Dear All,
The help for prcomp, under "Value" says:
sdev: the standard deviation of the principal components (i.e., the
eigenvalues of the cov matrix, though the calculation is
actually done with the singular values of the data matrix).
The way I read it, it implies that the sdev are the eigenvalues, but I think
that sdev is actually the square root of the eigenvalues ( from looking at,
say, pp. 317 and 318 in Morrison's (1990) "Multivariate statistical methods" or
pp. 61 to 63 of Krzanowski's (1990) "Principles of multivariate analysis"; or by
comparing the output of
> prcomp(my.data, scale = TRUE)
with the brute force
> eigen(cor(my.data))
)
Ramon
--
Ramón Díaz-Uriarte
Dept. Zoology and Statistics
University of Wisconsin-Madison
Madison, WI 53706-1381
email: rdiazuri at students.wisc.edu
(NOTE: starting 15-July-2000 new email:
ramon-diaz at teleline.es)
phone: 608-238-8041
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