[R] non-ideal behavior in princomp

Ritter, Christian C SRTCL-CTGAS Christian.C.Ritter at OPC.shell.com
Thu Sep 28 12:59:25 CEST 2000

This problem is not limited to R, but R is one of the packages in which it

princomp is a nice function which creates an object for which inspection
methods have been written.

Unfortunately, princomp does not admit cases in which the x matrix is wider
than high (i. e. more variables than observations). Such cases are typical
in spectroscopy and related disciplines. It would be nice if the following
two features were added to princomp:

1. as a default behavior, princomp should digest wider than high matrices
(it should just compute the nontrivial principal compontents). 

2. as an optional behavior, princomp should only calculate (and return) the
first A principal components. This is useful, if x is very wide and very

Some might remark that all this can be done easily by svd or by programming
the NIPALS algorithm, but I would prefer to see it in the common version. 

(by the way, did anyone R-implement Sijmen de Jong's SIMPLS algorithm and
predict. plot. summary. print. functions to go with it?)

> Kind Regards, 
> Christian Ritter, Statistical Services
       Tel  +32 10 477349/ Fax +32 10 477219       
       email : Christian.C.Ritter at OPC.Shell.com

       Shell Chemicals Belgium S.A.
       Shell Research and Technology Centre 
       Avenue Jean Monnet 1
       B-1348 Ottignies Louvain-La-Neuve (Belgium)

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