[Rd] Feature requests for princomp(.) : Allow cor() specifications

Martin Maechler Martin Maechler <maechler@stat.math.ethz.ch>
Mon, 31 Jan 2000 16:21:10 +0100 (MET)


(all in subject).

If I want to do a PC analysis in a situation with missing data,
I may want to have same flexibility as with "cor(.)",
e.g., I may want

      princomp(x, ...,  use.obs = "pairwise.complete")


Actually, I may want even more flexibility.
Currently,
	princomp(.) 
has

    if (cor) 
        cv <- get("cor", envir = .GlobalEnv)(z)
    else cv <- cov(z)
    edc <- eigen(cv)

and If may want it to use a robust covariance or correlation matrix instead,
e.g.,

    princomp(x, cv = cov.mve(x), .....)

Note that for prcomp() which works on the SVD rather than the
correlation/cov. matrix,  similar flexibility may be required.

Opinions?
Volunteers?

(either one is sufficient to answer!)

Martin
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