[R] PCA filtering

Philippe Grosjean phgrosjean at sciviews.org
Mon May 3 10:22:25 CEST 2004


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.
>

You have such a function in the pastecs library. It is called decevf(), for
"decomposition with eigenvector filtering (EVF), which is a synonyme for PCA
filtering. Once you have installed pastecs package, issue:

> library(pastecs)
> ?decevf
> example(decevf)

as a starting point.
Best,

Philippe Grosjean

.......................................................<?}))><....
 ) ) ) ) )
( ( ( ( (   Prof. Philippe Grosjean
\  ___   )
 \/ECO\ (   Numerical Ecology of Aquatic Systems
 /\___/  )  Mons-Hainaut University, Pentagone
/ ___  /(   8, Av. du Champ de Mars, 7000 Mons, Belgium
 /NUM\/  )
 \___/\ (   phone: + 32.65.37.34.97, fax: + 32.65.37.33.12
       \ )  email: Philippe.Grosjean at umh.ac.be
 ) ) ) ) )  SciViews project coordinator (http://www.sciviews.org)
( ( ( ( (
...................................................................




More information about the R-help mailing list