[R] Re : PCA and automatic determination of the number of components
nikolay12
nikolay12 at gmail.com
Mon Apr 20 18:57:46 CEST 2009
Thanks to all for the suggestions.
Are you aware of a convenient implementation of AIC/BIC for the problem of
selecting the number of factors?
Nick
William Revelle wrote:
>
>
> At 12:08 PM +0000 4/20/09, Jari Oksanen wrote:
>>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
>>
>>___
>
> Henry Kaiser once commented that the "Solving the
> number of factors problem is easy, I do it
> everyday before breakfast. But knowing the right
> solution is harder"
>
> The psych package includes a number of ways to
> determine the number of components. Parallel
> analysis (comparing your solution to random
> ones), Minimum Absolute Partial correlations,
> Very Simple Structure are three of the better
> ways. Try functions fa.parallel and VSS.
>
> Bill
>
>
>
>
> --
> William Revelle http://personality-project.org/revelle.html
> Professor http://personality-project.org/personality.html
> Department of Psychology
> http://www.wcas.northwestern.edu/psych/
> Northwestern University http://www.northwestern.edu/
> Attend ISSID/ARP:2009 http://issid.org/issid.2009/
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
>
--
View this message in context: http://www.nabble.com/PCA-and-automatic-determination-of-the-number-of-components-tp23129941p23140613.html
Sent from the R help mailing list archive at Nabble.com.
More information about the R-help
mailing list