[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))


Ramón Díaz-Uriarte
Dept. Zoology and Statistics
University of Wisconsin-Madison
Madison, WI 53706-1381

email: rdiazuri at students.wisc.edu
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