[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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