[R] princomp loading help

[Daniel Malter]

Please provide a self-contained example with a post like this. I guess you
mean the output of the last line below? It looks those are just the
theoretical proportions if your data is perfectly orthogonal. I found those
values invariant to changing the distributional parameters of the variables,
but variant to including additional variables in the principal component
analysis.

v=rnorm(100,0,3)
x=rnorm(100,0,4)
y=rnorm(100,0,2)
y=y+x
x=x+v

z1=princomp(cbind(y,x))
summary(z1)
summary(z1)$loadings

z2=princomp(cbind(y,x,v))
summary(z2)
summary(z2)$loadings

Is that what you were asking for?

Best,
Daniel

-------------------------
cuncta stricte discussurus
-------------------------

-----Ursprüngliche Nachricht-----
Von: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] Im
Auftrag von Wu, Hong-Sheng
Gesendet: Thursday, July 10, 2008 7:01 PM
An: r-help at r-project.org
Betreff: [R] princomp loading help

Dear all,
 
When I print out princomp's loading outputs, there is alwasy a section for
"SS loading", "Proportional Var" and "Cumulative Var". Anybody can tell what
they are for? Or anyone can direct me to some reference to read about?
 
Any help will be highly appricated. 
 
Hongsheng

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