[R] Error in principal component loadings calculation
Marcelo Kittlein
kittlein at mdp.edu.ar
Mon Sep 14 15:46:29 CEST 2015
Hi all
I have been using "princomp" to obtain the principal components of some
data and find that the loadings returned by the function appear to have
some error.
in a simple example if a calculate de pc for a random matrix I get that
all loadings for the different components have the same proportion of
variance
data <- matrix(runif(100), 20, 5)
pc <- princomp(data, cor=TRUE)
loadings(pc)
Loadings:
Comp.1 Comp.2 Comp.3 Comp.4 Comp.5
[1,] -0.280 0.510 0.674 -0.217 -0.400
[2,] 0.529 -0.353 -0.694 -0.330
[3,] -0.111 0.563 -0.713 -0.336 -0.222
[4,] -0.530 -0.502 -0.178 0.140 -0.645
[5,] -0.590 -0.215 -0.582 0.516
Comp.1 Comp.2 Comp.3 Comp.4 Comp.5
SS loadings 1.0 1.0 1.0 1.0 1.0
Proportion Var 0.2 0.2 0.2 0.2 0.2
Cumulative Var 0.2 0.4 0.6 0.8 1.0
This keep returning the same proportion of variance for each component
regardless of the data used.
my R version is
> R.Version()
$platform
[1] "x86_64-unknown-linux-gnu"
$arch
[1] "x86_64"
$os
[1] "linux-gnu"
$system
[1] "x86_64, linux-gnu"
$status
[1] ""
$major
[1] "3"
$minor
[1] "2.1"
$year
[1] "2015"
$month
[1] "06"
$day
[1] "18"
$`svn rev`
[1] "68531"
$language
[1] "R"
$version.string
[1] "R version 3.2.1 (2015-06-18)"
$nickname
[1] "World-Famous Astronaut"
some hint would be much appreciated.
Best regards
Marcelo Kittlein
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