For combining imputation with PCA, transcan{Design} could be interest. 

For imputation, I have been hearing about the mice program. 

The documentation for princomp() suggests that a covariance matrix can be 
entered via the covmat argument. 

David F


r-sig-ecology-bounces@r-project.org wrote on 04/03/2009 10:34:51 AM:

> [image removed] 
> 
> Re: [R-sig-eco] missing data in PCA
> 
> Stéphane Dray 
> 
> to:
> 
> Jason S
> 
> 04/03/2009 10:48 AM
> 
> Sent by:
> 
> r-sig-ecology-bounces@r-project.org
> 
> Cc:
> 
> r-sig-ecology
> 
> ade4 has nipals() which deals with row data.
> 
> Cheers.
> 
> Jason S wrote:
> > Dear Jari,
> >
> > Thanks for the hints. A package such as mvnmle would be ideal, but
> it provides only the estimate of the covariance matrix, not the raw 
> data. However, comments like princomp and pca require the raw data.
> >
> > Do you (or anyone else) know a command to do PCA straight from a 
> covariance matrix?
> >
> > best,
> >
> > Jason
> >
> >
> >
> >
> > ________________________________
> > From: Jari Oksanen <jari.oksanen@oulu.fi>
> >
> > Cc: Jari Oksanen <jari.oksanen@oulu.fi>; r-sig-ecology@r-project.org
> > Sent: Friday, April 3, 2009 2:55:20 AM
> > Subject: Re: [R-sig-eco] missing data in PCA
> >
> >
> > On 03/04/2009, at 00:32 AM, Jason S wrote:
> >
> > 
> >> Dear all,
> >>
> >> I was wondering if you have good options to deal with missing 
> data on a PCA in R. I guess I could simply delete those cases, but I
> think there should be better options in terms of predicting them. Any 
hints?
> >>
> >> 
> > Howdy,
> >
> > There may be better ways, but they are not easy... Check paragraph
> on missing data in multivariate task view. This lists several 
> alternatives of multiple imputation data. About a year ago I tried 
> some of them for multivariate analysis, but that was not quite 
> straightforward. The problem was summarizing multivariate results. 
> Things may have been changed since then, and there may be some 
> canned routines.
> >
> > Here is one link to multivariate task view (but you can use a 
> mirror close to you):
> >
> > http://cran.r-project.org/web/views/Multivariate.html
> >
> > One thing you should remember: do not replace missing values with 
means.
> >
> > Cheers, Jari Oksanen
> >
> >
> >
> > 
> >    [[alternative HTML version deleted]]
> >
> > _______________________________________________
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> > R-sig-ecology@r-project.org
> > https://stat.ethz.ch/mailman/listinfo/r-sig-ecology
> >
> >
> > 
> 
> -- 
> Stéphane DRAY (dray@biomserv.univ-lyon1.fr )
> Laboratoire BBE-CNRS-UMR-5558, Univ. C. Bernard - Lyon I
> 43, Bd du 11 Novembre 1918, 69622 Villeurbanne Cedex, France
> Tel: 33 4 72 43 27 57       Fax: 33 4 72 43 13 88
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> 
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