# [R] Request for Help: Rotation of PCA Solution or Eigenvectors

Prof Brian D Ripley ripley at stats.ox.ac.uk
Sat Sep 22 08:38:18 CEST 2001

On Fri, 21 Sep 2001, Jonathan Baron wrote:

> >I am writing because I seek to perform a varimax rotation
> >on my Principal Components Analysis (PCA)  solution. (I have been
> >performing PCA's using the eigen command in R.) If you can tell me
> >how to perform this rotation when I use the eigen command (or the
> >princomp command) I would be thrilled.
>
> You must have the mva package if you are doing principle
> components.  Look at the help for it.  You will see "varimax" as
> one of the topics, and "factanal" as another.  I think that is
> what is available.  I don't think you can do varimax rotation on
> principal components (unless you write it yourself, assuming that
> it is meaningful).

You can do it, but whether it is meaningful is another question. Christian
Hoffmann has sent me examples.  He just calls princomp, and then calls

library(mva)
data(USArrests)
pc.cr <- princomp(USArrests, cor=TRUE)

I don't believe that is the best way to use rotation in PCA (although it is
commonly used).  There is a discussion in the on-line Statistical
Complements to MASS3 (via http://www.stats.ox.ac.uk/pub/MASS3)
with recommendations from various sources and S-PLUS examples (that
would work with small changes in R).  Caveat: I am not an expert and the
authorities disagree.   The issues seem much more contentious than
using rotation in factor analysis.

--
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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