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

From: Jean Thioulouse <jtnews1_at_biomserv.univ-lyon1.fr>
Date: Mon 16 May 2005 - 23:12:59 EST

Laura Quinn <laura@env.leeds.ac.uk> wrote:
>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.

Hi Laura,

You might try to take a look at the "between", "within" and "pta" functions of the ade4 package :

http://pbil.univ-lyon1.fr/ade4html/between.html
http://pbil.univ-lyon1.fr/ade4html/within.html
http://pbil.univ-lyon1.fr/ade4html/pta.html

They can be used to analyse a data set with this kind of structure. Choosing how to analyse it depends on what you are looking for.

Jean

-- 
Jean Thioulouse - Labo de Biometrie et Biologie Evolutive, UMR CNRS 5558
Universite Lyon 1,  43 Boulevard du 11 Novembre 1918, Batiment G. Mendel
69622 Villeurbanne Cedex,  France.          Tel/Fax : (33) 4 72 43 27 56                       
                 http://pbil.univ-lyon1.fr/JTHome.html

______________________________________________
R-help@stat.math.ethz.ch mailing list
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 23:17:29 2005

This archive was generated by hypermail 2.1.8 : Fri 03 Mar 2006 - 03:31:46 EST