[R] Re : PCA and automatic determination of the number of components

[Jari Oksanen]

justin bem <justin_bem <at> yahoo.fr> writes:

> 
> See ade4 or mva package.
>  Justin BEM
> BP 1917 Yaoundé
> 
I guess the problem was not to find PCA (which is easy to find), but
 finding an automatic method of selecting ("determining" sounds like 
that selection would be correct in some objective sense) numbers of 
components to be retained. I thin neither ade4 nor mva give much support 
here (in particular the latter which does not exist any more).

The usual place to look at is multivariate task view: 

http://cran.r-project.org/web/views/Multivariate.html

Under the heading "Projection methods" and there under 
"Principal components" the taskview mentions packages 
nFactors and paran that help in selecting the number 
of components to retain. 

Are these Task Views really so invisible in R that people don't find
them? Usually they are the first place to look at when you need 
something you don't have. In statistics, I mean. If they are invisible, 
could they be made more visible?

Cheers, Jari Oksanen

> ________________________________
> De : nikolay12 <nikolay12 <at> gmail.com>
> À : r-help <at> r-project.org
> Envoyé le : Lundi, 20 Avril 2009, 4h37mn 41s
> Objet : [R] PCA and automatic determination of the number of components
> 
> Hi all, 
> 
> I have relatively small dataset on which I would like to perform a PCA. I am
> interested about a package that would also combine a method for determining
> the number of components (I know there are plenty of approaches to this
> problem). Any suggestions about a package/function?
> 
> thanks,
> 
> Nick