Re: [R] PCA problem in R

From: <R.P.Clement_at_westminster.ac.uk>
Date: Mon 15 Aug 2005 - 00:46:12 EST

Hi. I have two comments on this.

Quoting Prof Brian Ripley <ripley@stats.ox.ac.uk>:

> On Sat, 13 Aug 2005, Alan Zhao wrote:
>
> > When I have more variables than units, say a 195*10896 matrix which has
> > 10896 variables and 195 samples. prcomp will give only 195 principal
> > components. I checked in the help, but there is no explanation that why
> > this happen.
>
> There is not even a definition of a PC in the help. Did you read the
> references? This is what they are given for!

I don't know if it's too simple and introductory for the OP, but I quite like Lindsay Smith's intro to PCA.

http://www.cs.otago.ac.nz/cosc453/student_tutorials/principal_components.pdf

> > Can we get more than 195 PCs for this case? Thank you very
> > much.
>
> Check out the theory in the references. You can, but all the remaining
> ones are constant across samples and not uniquely defined. You are likely
> to have trouble storing the coefficients (10701x10896 is 800Mb).
> It would be better to do whatever you intend to do with them without
> explicitly computing them.

I've been using prcomp on data with 50 samples and 8000 variables. That completes in acceptable time on a very modest (XP2000+/512M/rh9) machine. Though, I note that I only have 1/4 of the samples of the OP.

Cheers,

Ross-c



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 Aug 15 00:54:58 2005

This archive was generated by hypermail 2.1.8 : Fri 03 Mar 2006 - 03:39:49 EST