[R] Factor loadings and principal component plots

[Prof Brian Ripley]

On 4 May 2004, Jari Oksanen wrote:

> On Tue, 2004-05-04 at 09:34, Prof Brian Ripley wrote:
> 
> > 
> > Yes, but princomp is the recommended way, not prcomp.
> 
> But the documentation seems to recommend prcomp:

For numerical accuracy, but not for flexibility.

> 
> ?prcomp:
> 
>  
>      The calculation is done by a singular value decomposition of the
>      (centered and scaled) data matrix, not by using 'eigen' on the
>      covariance matrix.  This is generally the preferred method for
>      numerical accuracy.
> 
> ?princomp:
> 
>      The calculation is done using 'eigen' on the correlation or
>      covariance matrix, as determined by 'cor'.  This is done for
>      compatibility with the S-PLUS result.  A preferred method of
>      calculation is to use 'svd' on 'x', as is done in 'prcomp'.
> 
> Just confused, jari oksanen
> 

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595