[R] PCA sensitive to outliers?

[Bert Gunter]

Michael:

On Thu, Apr 19, 2012 at 9:20 PM, Michael <comtech.usa at gmail.com> wrote:
> Hi all,
>
> I found that the PCA gave chaotic results when there are big changes in a
> few data points.
Yup.

>
> Are there "improved" versions of PCA in R that can help with this problem?
Yup.
Consult the "Robust" task view on CRAN.  You probably also ought to
consult a local statistician, as understanding R/R covariance matrix
estimates requires more statistical training than you've had.. But if
not, the task view is the right R resource to start with.

-- Bert

>
> Please give me some pointers...
>
> Thank you!
>
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>
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-- 

Bert Gunter
Genentech Nonclinical Biostatistics

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