[R] PCA functions
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()
> [[alternative HTML version deleted]]
> R-h... at r-project.org mailing listhttps://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guidehttp://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
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