[R] princomp and eigen

Uwe Ligges ligges at statistik.tu-dortmund.de
Mon May 16 10:31:45 CEST 2011


Have you ever read the help pages? It tells you:

   "Note

   The signs of the columns of the loadings and scores are arbitrary,
   and so may differ between different programs for PCA, and even
   between different builds of R."


Also the references given on ?princomp are really worth reading...

Best,
Uwe Ligges


On 16.05.2011 07:44, Ooi Wen Fong wrote:
> Hi.
> I was comparing the components from  princomp's loadings and the eigen given
> the same input.
> I found that the sign of componenets (+/-) are opposite between the two
> components (from princmop and eigen) but the magnitudes are identical. Why?
>
> Thanks!
>
> 	[[alternative HTML version deleted]]
>
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