[R] Princomp and calculations of original values
Stefaan Lhermitte
stefaan.lhermitte at biw.kuleuven.be
Thu May 12 17:53:28 CEST 2005
Dear R-ians,
I am working with princomp and I now want to manually recalculate my
original values. I want to do it to completely understand the procedure
of principal components.
I tried it with a test data set (2 dimensions) and I was able to
calculate my original values (of a random point of my dataset) using the
output of princomp:
test.data$scores[1,]%*%matrix(data=test.data$loadings,ncol=2)+test.data$center
it seemed that result is identical with
test[1,]
When I tried it with my 4 dimensional real dataset, it did not work:
pca.data$scores[1,]%*%matrix(data=pca.data$loadings,ncol=4)+pca.data$center
is not equal to
data[1,]
Do I misunderstand the procedure somewhere, or what else do I do wrong?
Thanx in advance and kind regards,
Stef
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