[R] Re : PCA and automatic determination of the number of components

[William Revelle]

At 12:08 PM +0000 4/20/09, Jari Oksanen wrote:
>justin bem <justin_bem <at> yahoo.fr> writes:
>
>>
>>  See ade4 or mva package.
>>   Justin BEM
>>  BP 1917 Yaoundé
>>
>I guess the problem was not to find PCA (which is easy to find), but
>  finding an automatic method of selecting ("determining" sounds like
>that selection would be correct in some objective sense) numbers of
>components to be retained. I thin neither ade4 nor mva give much support
>here (in particular the latter which does not exist any more).
>
>The usual place to look at is multivariate task view:
>
>http://cran.r-project.org/web/views/Multivariate.html
>
>Under the heading "Projection methods" and there under
>"Principal components" the taskview mentions packages
>nFactors and paran that help in selecting the number
>of components to retain.
>
>Are these Task Views really so invisible in R that people don't find
>them? Usually they are the first place to look at when you need
>something you don't have. In statistics, I mean. If they are invisible,
>could they be made more visible?
>
>Cheers, Jari Oksanen
>
>>  ________________________________
>>  De : nikolay12 <nikolay12 <at> gmail.com>
>>  À : r-help <at> r-project.org
>>  Envoyé le : Lundi, 20 Avril 2009, 4h37mn 41s
>>  Objet : [R] PCA and automatic determination of the number of components
>>
>>  Hi all,
>>
>>  I have relatively small dataset on which I would like to perform a PCA. I am
>>  interested about a package that would also combine a method for determining
>>  the number of components (I know there are plenty of approaches to this
>>  problem). Any suggestions about a package/function?
>>
>>  thanks,
>>
>>  Nick
>
>___

Henry Kaiser once commented that the "Solving the 
number of factors problem is easy, I do it 
everyday before breakfast. But knowing the right 
solution is harder"

The psych package includes a number of ways to 
determine the number of components.  Parallel 
analysis (comparing your solution to random 
ones), Minimum Absolute Partial correlations, 
Very Simple Structure are three of the better 
ways.  Try functions fa.parallel and VSS.

Bill




-- 
William Revelle		http://personality-project.org/revelle.html
Professor			http://personality-project.org/personality.html
Department of Psychology             http://www.wcas.northwestern.edu/psych/
Northwestern University	http://www.northwestern.edu/
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