From: Prof Brian Ripley (firstname.lastname@example.org)
Date: Tue 04 May 2004 - 16:56:55 EST
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.
> 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.
> 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, email@example.com 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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