[R] Factor loadings and principal component plots
Jari Oksanen
jarioksa at sun3.oulu.fi
Tue May 4 08:43:03 CEST 2004
On Tue, 2004-05-04 at 09:34, Prof Brian Ripley wrote:
>
> Yes, but princomp is the recommended way, not prcomp.
But the documentation seems to recommend prcomp:
?prcomp:
The calculation is done by a singular value decomposition of the
(centered and scaled) data matrix, not by using 'eigen' on the
covariance matrix. This is generally the preferred method for
numerical accuracy.
?princomp:
The calculation is done using 'eigen' on the correlation or
covariance matrix, as determined by 'cor'. This is done for
compatibility with the S-PLUS result. A preferred method of
calculation is to use 'svd' on 'x', as is done in 'prcomp'.
Just confused, jari oksanen
--
Jari Oksanen <jarioksa at sun3.oulu.fi>
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