[R] Error in princomp?
feldesmanm at pdx.edu
Fri Oct 4 02:21:42 CEST 2002
On Thu, 3 Oct 2002 22:19:48 +0200, an incredible array of electrons randomly cascading around the Universe collided and turned into words spewed forth by Peter Vikström:
Peter> When using princomp() for principal components analysis, the resulting
Peter> loadings matrix differs between R and the output from other programs (S-plus
Peter> and SAS)
Peter> The difference is that the sign of some columns in the loadings matrix. The
Peter> absolute values, however, are the same.
Peter> This sign difference also exists when comparing the princomp() results with
Peter> the manually calculated eigen vectors using eigen().
Peter> Is this a bug in R?
Peter> I am using R ver 1.5.1
Signs of principal components are arbitrary. It isn't uncommon at all to have two programs give the same absolute value pc's but differ in sign.
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