[R] Signs of loadings from princomp on Windows

[Sundar Dorai-Raj]

Hi all,
I was able to replicate Francisco's observation. I'm using R-1.9.1 
installed from binaries on Windows 2000 Pro.

[Previously saved workspace restored]

 > library(MASS)
 > data(painters)
 > pca.painters <- princomp(painters[ ,1:4])
 > loadings(pca.painters)

Loadings:
             Comp.1 Comp.2 Comp.3 Comp.4
Composition  0.484 -0.376  0.784 -0.101
Drawing      0.424  0.187 -0.280 -0.841
Colour      -0.381 -0.845 -0.211 -0.310
Expression   0.664 -0.330 -0.513  0.432

                Comp.1 Comp.2 Comp.3 Comp.4
SS loadings      1.00   1.00   1.00   1.00
Proportion Var   0.25   0.25   0.25   0.25
Cumulative Var   0.25   0.50   0.75   1.00
 > pca.painters <- princomp(painters[ ,1:4])
 > loadings(pca.painters)

Loadings:
             Comp.1 Comp.2 Comp.3 Comp.4
Composition -0.484 -0.376  0.784 -0.101
Drawing     -0.424  0.187 -0.280 -0.841
Colour       0.381 -0.845 -0.211 -0.310
Expression  -0.664 -0.330 -0.513  0.432

                Comp.1 Comp.2 Comp.3 Comp.4
SS loadings      1.00   1.00   1.00   1.00
Proportion Var   0.25   0.25   0.25   0.25
Cumulative Var   0.25   0.50   0.75   1.00
 > R.version
          _
platform i386-pc-mingw32
arch     i386
os       mingw32
system   i386, mingw32
status
major    1
minor    9.1
year     2004
month    06
day      21
language R

Francisco Chamu wrote:

> I have run this on both Windows 2000 and XP.  All I did was install
> the binaries from CRAN so I think I am using the standard Rblas.dll.
> 
> To reproduce what I see you must run the code at the beginning of the
> R session.  After the second run, all subsequent runs give the same
> result as the second set.
> 
> Thanks,
> Francisco
> 
> 
> On Tue, 14 Sep 2004 08:29:25 +0200, Uwe Ligges
> <ligges at statistik.uni-dortmund.de> wrote:
> 
>>Prof Brian Ripley wrote:
>>
>>>I get the second set each time, on Windows, using the build from CRAN.
>>>Which BLAS are you using?
>>
>>
>>Works also well for me with a self compiled R-1.9.1 (both with standard
>>Rblas as well as with the Rblas.dll for Athlon CPU from CRAN).
>>Is this a NT-based version of Windows (NT, 2k, XP)?
>>
>>Uwe
>>
>>
>>
>>
>>
>>>On Tue, 14 Sep 2004, Francisco Chamu wrote:
>>>
>>>
>>>
>>>>I start a clean session of R 1.9.1 on Windows and I run the following code:
>>>>
>>>>
>>>>
>>>>>library(MASS)
>>>>>data(painters)
>>>>>pca.painters <- princomp(painters[ ,1:4])
>>>>>loadings(pca.painters)
>>>>
>>>>Loadings:
>>>>           Comp.1 Comp.2 Comp.3 Comp.4
>>>>Composition  0.484 -0.376  0.784 -0.101
>>>>Drawing      0.424  0.187 -0.280 -0.841
>>>>Colour      -0.381 -0.845 -0.211 -0.310
>>>>Expression   0.664 -0.330 -0.513  0.432
>>>>
>>>>              Comp.1 Comp.2 Comp.3 Comp.4
>>>>SS loadings      1.00   1.00   1.00   1.00
>>>>Proportion Var   0.25   0.25   0.25   0.25
>>>>Cumulative Var   0.25   0.50   0.75   1.00
>>>>
>>>>However, if I rerun the same analysis, the loadings of the first
>>>>component have the opposite sign (see below), why is that?  I have
>>>>read the note
>>>>in the princomp help that says
>>>>
>>>>   "The signs of the columns of the loadings and scores are arbitrary,
>>>>    and so may differ between different programs for PCA, and even
>>>>    between different builds of R."
>>>>
>>>>However, I still would expect the same signs for two runs in the same session.
>>>>
>>>>
>>>>
>>>>>pca.painters <- princomp(painters[ ,1:4])
>>>>>loadings(pca.painters)
>>>>
>>>>Loadings:
>>>>           Comp.1 Comp.2 Comp.3 Comp.4
>>>>Composition -0.484 -0.376  0.784 -0.101
>>>>Drawing     -0.424  0.187 -0.280 -0.841
>>>>Colour       0.381 -0.845 -0.211 -0.310
>>>>Expression  -0.664 -0.330 -0.513  0.432
>>>>
>>>>              Comp.1 Comp.2 Comp.3 Comp.4
>>>>SS loadings      1.00   1.00   1.00   1.00
>>>>Proportion Var   0.25   0.25   0.25   0.25
>>>>Cumulative Var   0.25   0.50   0.75   1.00
>>>>
>>>>
>>>>>R.version
>>>>
>>>>        _
>>>>platform i386-pc-mingw32
>>>>arch     i386
>>>>os       mingw32
>>>>system   i386, mingw32
>>>>status
>>>>major    1
>>>>minor    9.1
>>>>year     2004
>>>>month    06
>>>>day      21
>>>>language R
>>>>
>>>>BTW, I have tried the same in R 1.9.1 on Debian and I can't reproduce
>>>>what I see
>>>>on Windows.  In fact all the runs give the same as the second run on Windows.
>>>>
>>>>-Francisco
>>>>
>>>>______________________________________________
>>>>R-help at stat.math.ethz.ch mailing list
>>>>https://stat.ethz.ch/mailman/listinfo/r-help
>>>>PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
>>>>
>>>>
>>>
>>>
>>
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html