Re: [R] PCA problem in R

From: Berton Gunter <gunter.berton_at_gene.com>
Date: Tue 16 Aug 2005 - 02:48:06 EST


To add to Brian Ripley's note:

All but possibly the first few (1-3, say) PC's are very likely random numbers. You need to either consult references or get statistical help to understand why. May I also suggest that you add Prof Ripley's book on PATTERN RECOGNITION AND NEURAL NETWORKS to your reading list -- in particular, Ch. 9.

"The business of the statistician is to catalyze the scientific learning process." - George E. P. Box    

> -----Original Message-----
> From: r-help-bounces@stat.math.ethz.ch
> [mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of Prof
> Brian Ripley
> Sent: Saturday, August 13, 2005 11:26 PM
> To: Alan Zhao
> Cc: r-help@stat.math.ethz.ch
> Subject: Re: [R] PCA problem in R
>
> 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!
>
> > 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.
>
> --
> Brian D. Ripley, ripley@stats.ox.ac.uk
> Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
> University of Oxford, Tel: +44 1865 272861 (self)
> 1 South Parks Road, +44 1865 272866 (PA)
> Oxford OX1 3TG, UK Fax: +44 1865 272595
>
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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 Tue Aug 16 02:57:15 2005

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