[R] eigen vector question

Uwe Ligges ligges at statistik.uni-dortmund.de
Fri Feb 18 12:49:37 CET 2005


Jari Oksanen wrote:

> On Fri, 2005-02-18 at 11:26 +0100, Uwe Ligges wrote:
> 
>>Jessica Higgs wrote:
>>
>>
>>>Sorry to bother everyone, but I've looked in all of the help files and 
>>>manuals I have and I can't find the answer to this question.  I'm doing 
>>>principle component analysis by calculating the eigen vectors of a 
>>>correlation matrix that I have that is composed of 21 parameters.  I 
>>>have the eigen vectors and their values that R produced for me but I'm 
>>>not sure how to tell which eigen vector/value corresponds to which 
>>>parameter because when R produces eigen vectors it does so in decreasing 
>>>order of significance, meaning that the eigen vector that explains the 
>>>most of the variance is listed first, followed by the next eigen vector, 
>>>etc etc. Any help would be appreciated. Feel free to write back if you 
>>>need more information on my problem.  Thanks!
>>>
>>>______________________________________________
>>>R-help at stat.math.ethz.ch mailing list
>>>https://stat.ethz.ch/mailman/listinfo/r-help
>>>PLEASE do read the posting guide! 
>>>http://www.R-project.org/posting-guide.html
>>
>>
>>Have you considered to use princomp()?
>>
> 
> It is really weird that people always recommend using princomp, although

Well, the question was related to *eigenvalues*, hence princomp springs 
to mind...

Uwe Ligges


> it is numerically inferior to prcomp and fails with rank deficit data.
> The natural solution would be to define functions:
> 
> loadings <- 
> function(x) UseMethod("loadings")
> 
> loadings.princomp <- 
> function (x) x$loadings
> 
> loadings.prcomp <- 
> function(x) structure(x$rotation, class="loadings")
> 
> cheers, jari oksanen




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