[R] Mental Block with PCA of multivariate time series!

Jean Thioulouse jtnews1 at biomserv.univ-lyon1.fr
Mon May 16 15:12:59 CEST 2005

Laura Quinn <laura at env.leeds.ac.uk> wrote:
>I am wishing to investigate the temporal evolution of the pca: if we
>assume that every 50 rows of my data frame is representitive of, for
>instance, 1 day of data, I am hoping to automate a process whereby a pca
>is performed on every 50 rows of data and the loading for PC1 and PC2 for
>each variable (i.e. each column) is represented as a point on a plot - so
>a years' data will be represented as two lines (representing PC1 and PC2)
>on a time series plot for each variable.

Hi Laura,

You might try to take a look at the "between", "within" and "pta" functions
of the ade4 package :


They can be used to analyse a data set with this kind of structure. Choosing
how to analyse it depends on what you are looking for.

Jean Thioulouse - Labo de Biometrie et Biologie Evolutive, UMR CNRS 5558
Universite Lyon 1,  43 Boulevard du 11 Novembre 1918, Batiment G. Mendel
69622 Villeurbanne Cedex,  France.          Tel/Fax : (33) 4 72 43 27 56                       

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