[R] PCA functions
mark_difford at yahoo.co.uk
Mon Feb 16 11:15:02 CET 2009
Hi Glen, Andrew,
>> The PCA is just a singular value decomposition on a sample covariance/...
I believe that Bjørn-Helge Mevik's point was that __if you read the
documentation__ you will see the argument "covmat" to princomp(). This,
really, is much more straightforward and practical than Andrew's suggestion.
> 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
>> PLEASE do read the posting
>> and provide commented, minimal, self-contained, reproducible code.
> R-help at r-project.org mailing list
> PLEASE do read the posting guide
> and provide commented, minimal, self-contained, reproducible code.
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