[R] prcomp() on correlation matrix

[Bert Gunter]

Well, it seems you can't -- prcomp() seems to want the data matrix.

But it would be trivial using svd() -- or possibly even eigen() -- if
you understand the underlying linear algebra.

Cheers,
Bert

Bert Gunter

"The trouble with having an open mind is that people keep coming along
and sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )


On Wed, Nov 9, 2016 at 4:45 AM, T.Riedle <tr206 at kent.ac.uk> wrote:
> Dear R users,
>
> I am trying to do a Principal Components Analysis using the prcomp() function based on the correlation matrix. How can I determine to calculate PCA on a correlation or covariance matrix using prcomp()?
>
>
> Thanks in advance.
>
>         [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.