[R] PCA

[Prof Brian Ripley]

On Fri, 25 Apr 2003, array chip wrote:

> Hi, I have a dataset of dimensions 50 x 15000, and tried to use princomp
> or prcomp on this dataset with 15000 columns as variables, but it seems
> that the 2 functions can;t handle this large number of columns, anyone
> has nay suggestions to get around this? Thanks

Which version of R?

In the current version (1.7.0) princomp will complain if there are more
columns than rows, but prcomp will work.  (It ran for me in a few seconds
on a synthetic dataset of that size.)

-- 
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 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595