Re: [R] princomp loading help

From: Daniel Malter <daniel_at_umd.edu>
Date: Thu, 10 Jul 2008 19:18:38 -0400


Please provide a self-contained example with a post like this. I guess you mean the output of the last line below? It looks those are just the theoretical proportions if your data is perfectly orthogonal. I found those values invariant to changing the distributional parameters of the variables, but variant to including additional variables in the principal component analysis.

v=rnorm(100,0,3)
x=rnorm(100,0,4)
y=rnorm(100,0,2)
y=y+x
x=x+v

z1=princomp(cbind(y,x))
summary(z1)
summary(z1)$loadings

z2=princomp(cbind(y,x,v))
summary(z2)
summary(z2)$loadings

Is that what you were asking for?

Best,
Daniel



cuncta stricte discussurus

-----Ursprüngliche Nachricht-----
Von: r-help-bounces_at_r-project.org [mailto:r-help-bounces_at_r-project.org] Im Auftrag von Wu, Hong-Sheng
Gesendet: Thursday, July 10, 2008 7:01 PM An: r-help_at_r-project.org
Betreff: [R] princomp loading help

Dear all,  

When I print out princomp's loading outputs, there is alwasy a section for "SS loading", "Proportional Var" and "Cumulative Var". Anybody can tell what they are for? Or anyone can direct me to some reference to read about?  

Any help will be highly appricated.  

Hongsheng

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