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

From: Pierre BADY <pierre.bady_at_univ-lyon1.fr>
Date: Mon 16 May 2005 - 20:21:28 EST

hi all ... again

I'm sorry ... my answer doesn't deal with the subject.

off-topic ;(

Pierre

At 10:33 16/05/2005 +0100, Laura Quinn wrote:
>Sorry, I don't think I made myself clear enough with my initial query!
>
>I am wishing to investigate the temporal evolution of the pca: if we
>assume that every 50 rows of my data frame is representitive of, for
>instance, 1 day of data, I am hoping to automate a process whereby a pca
>is performed on every 50 rows of data and the loading for PC1 and PC2 for
>each variable (i.e. each column) is represented as a point on a plot - so
>a years' data will be represented as two lines (representing PC1 and PC2)
>on a time series plot for each variable.

>
>
>
>Laura Quinn
>Institute of Atmospheric Science
>School of Earth and Environment
>University of Leeds
>Leeds
>LS2 9JT
>
>tel: +44 113 343 1596
>fax: +44 113 343 6716
>mail: laura@env.leeds.ac.uk
>
>On Mon, 16 May 2005, Gavin Simpson wrote:
>
> > 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
> > --
> > %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%
> > 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
> > UCL Department of Geography [W] http://www.ucl.ac.uk/~ucfagls/cv/
> > 26 Bedford Way [W] http://www.ucl.ac.uk/~ucfagls/
> > London. WC1H 0AP.
> > %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%
> >
>
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Pierre BADY <°)))))><
Université Claude Bernard Lyon 1
UMR CNRS 5023, LEHF
bat Alphonse Forel
43 boulevard du 11 novembre 1918
F-69622 VILLEURBANNE CEDEX
FRANCE

TEL : +33 (0)4 72 44 62 34
FAX : +33 (0)4 72 43 28 92
MEL : pierre.bady@univ-lyon1.fr
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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Mon May 16 20:41:45 2005

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