[R] PCA functions

andrew andrewjohnroyal at gmail.com
Mon Feb 16 10:59:35 CET 2009

The PCA is just a singular value decomposition on a sample covariance/
correlation matrix.  Do a search for ?svd and get the eigenvalues and
vectors from that function.

On Feb 14, 10:30 am, "glenn" <g1enn.robe... at btinternet.com> wrote:
> Hi All, would appreciate an answer on this if you have a moment;
> Is there a function (before I try and write it !) that allows the input of a
> covariance or correlation matrix to calculate PCA, rather than the actual
> data as in princomp()
> Regards
> Glenn
>         [[alternative HTML version deleted]]
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