[R] RE:

[Good, Norman]

It may depend on which decomposition method you are using, princomp uses
eigen whereas prcomp use svd. What does Statistica use?

-----Original Message-----
From: Williams, Allyson 
Sent: Tuesday, 3 September 2002 10:20 AM
To: r-help at stat.math.ethz.ch
Subject: 


Hello,

I'm doing a pca analysis and get unrotated PCA results (using "pca").

I then used "varimax" to rotate the PCs, 

vload <- varimax(cproj,normalize=TRUE,eps=1e-5)  #cproj is the
"loadings" from "pca"


and calculate the score coefficients with:
coef <- solve(correlation matrix of original data) %*% (vload$loadings)


Then calculate the scores with:
scores <- (standardised original data) %*% coef 



My problem: I am not producing correct rotated results. (as shown by a
comparison of my rotated scores from those produced by the software
"Statistica").

The unrotated loadings and scores are correct.


What have I done wrong with "varimax"?


Many thanks.

Regards,
Allyson Williams

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