[R] PCA filtering

[Jason Turner]

elkurdy at qp.com.qa wrote:
> 
> 
> 
> Hi,
> 
> Is there a function under R that does principal component analysis and then
> use the selected eignevectors to filter the data and transform back to the
> original coordinates?
> If there isn't, can someone guide as to how to do this approach.
> 
> Much appreciated.
> 

Does the "predict" function do what you want?

Cheers

Jason