Re: [R] Factor loadings and principal component plots

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From: Prof Brian Ripley (ripley@stats.ox.ac.uk)
Date: Tue 04 May 2004 - 16:56:55 EST


Message-id: <Pine.LNX.4.44.0405040756060.27927-100000@gannet.stats>

On 4 May 2004, Jari Oksanen wrote:

> On Tue, 2004-05-04 at 09:34, Prof Brian Ripley wrote:
>
> >
> > Yes, but princomp is the recommended way, not prcomp.
>
> But the documentation seems to recommend prcomp:

For numerical accuracy, but not for flexibility.

>
> ?prcomp:
>
>
> The calculation is done by a singular value decomposition of the
> (centered and scaled) data matrix, not by using 'eigen' on the
> covariance matrix. This is generally the preferred method for
> numerical accuracy.
>
> ?princomp:
>
> The calculation is done using 'eigen' on the correlation or
> covariance matrix, as determined by 'cor'. This is done for
> compatibility with the S-PLUS result. A preferred method of
> calculation is to use 'svd' on 'x', as is done in 'prcomp'.
>
> Just confused, jari oksanen
>

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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