[R] questions about principle component analysis (princomp)
petzoldt at rcs.urz.tu-dresden.de
Thu Jul 22 08:29:37 CEST 2004
Yunfeng Hu wrote:
> Hi, I am a new R user and am currently using princomp to conduct a PCA.
> I have read the help(princomp) and still do not quite understand
> everything in the help. Basically I want to get the covariance matrix,
> and eigenvector/eigenvalues (loadings()?) so that I can find the
> principle components. Thanks!
you may start with the examples at the bottom of the help page to get
more understanding. Here is a modified version of that example:
# some other useful methods mentioned on the help page:
cov(USArrests) # covariance matrix
eigen(cov(USArrests)) # eigenvalues/vector
# and a way to show, what things are stored in pc
# so they can be extracted as shown on the help page.
# Please note, that the scaled version (correlation matrix)
# would be more appropriate there, e.g.
pc<- princomp(USArrests, cor=TRUE)
Hope it helps
More information about the R-help