[R] Signs of loadings from princomp on Windows

Tony Plate tplate at blackmesacapital.com
Tue Sep 14 19:04:29 CEST 2004


FWIW, I see the same behavior as Francisco on my Windows machine (also an 
installation of the windows binary without trying to install any special 
BLAS libraries):

 > 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
 >

My machine is a dual-processor hp xw8000.

I also get the same results with R 2.0.0 dev as in
 > R.version
          _
platform i386-pc-mingw32
arch     i386
os       mingw32
system   i386, mingw32
status   Under development (unstable)
major    2
minor    0.0
year     2004
month    09
day      13
language R
 >

-- Tony Plate

At Tuesday 10:25 AM 9/14/2004, Prof Brian Ripley wrote:
>On Tue, 14 Sep 2004, 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.
>
>We did, as you said `start a clean session'.
>
>I think to reproduce what you see we have to be using your account on your
>computer.
>
> > 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
> > > >>
> > > >>
> > > >
> > > >
> > >
> > >
> >
> >
>
>--
>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
>
>______________________________________________
>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




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