Re: [R] Mental Block with PCA of multivariate time series!

From: Gavin Simpson <gavin.simpson_at_ucl.ac.uk>
Date: Mon 16 May 2005 - 19:14:39 EST

Laura Quinn wrote:
> Please could someone point me in the right direction as I appear to be
> having a total mental block with fairly basic PCA problem!
>
> I have a large dataframe where rows represent independent
> observations and columns are variables. I am wanting to perform PCA
> sequentially on blocks of nrows at a time and produce a graphical output
> of the loadings for the first 2 EOFs for each variable.
>
> I'm sure I've performed a very similar routine in the past, but the method
> is currently escaping me.
>
> Any help gratefully received!

Hi Laura,

data(iris)
iris.dat <- iris[,1:4]

pca.1 <- prcomp(iris.dat[1:50, ], scale = TRUE)
pca.2 <- prcomp(iris.dat[51:100, ], scale = TRUE)
pca.3 <- prcomp(iris.dat[100:150, ], scale = TRUE)

biplot(pca.1)
etc...

There is a better way of subsetting this data set as the 5th col of iris is a factor and we could use the subset argument to prcomp to do the subsetting without having to know that there are 50 rows per species. Take a look at that argument if you have a variable that defines the blocks for you.

Is this what you were after?

All the best,

Gav

-- 
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Gavin Simpson                     [T] +44 (0)20 7679 5522
ENSIS Research Fellow             [F] +44 (0)20 7679 7565
ENSIS Ltd. & ECRC                 [E] gavin.simpsonATNOSPAMucl.ac.uk
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Received on Mon May 16 19:20:24 2005

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