Re: [R] weird results w/ prcomp-princomp

From: Jari Oksanen <jarioksa_at_sun3.oulu.fi>
Date: Fri 08 Apr 2005 - 19:37:41 EST

On Fri, 2005-04-08 at 11:12 +0200, Alessandro Bigi wrote:
> I am doing a Principal Component Analaysis (PCA) on a 44x19 matrix.
> with
> > princomp(x,cor=TRUE,scores=TRUE)

> and
> > prcomp(x,scale=TRUE,center=TRUE)
> The resulted eigenv. and rotated matrix are the same (as expected), however
> the sum of eigenvalues is lower than 19 (number of variables).
 

What about the sum of squared sdev? (Hint, the "prcomp" help page says that the returned sdev are the square root of the eigenvalues. While "princomp" help does not say this explicitly, it says that "sdev" are standard deviations).

cheers, jari oksanen

-- 
Jari Oksanen -- Dept Biology, Univ Oulu, 90014 Oulu, Finland
Ph. +358 8 5531526, cell +358 40 5136529, fax +358 8 5531061
email jari.oksanen_at_oulu.fi, homepage http://cc.oulu.fi/~jarioksa/

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Received on Fri Apr 08 19:43:32 2005

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