[R] PCA functions

[Mark Difford]

Hi Glen, Andrew,

>> The PCA is just a singular value decomposition on a sample covariance/...

I believe that Bjørn-Helge Mevik's point was that __if you read the
documentation__ you will see the argument "covmat" to princomp(). This,
really, is much more straightforward and practical than Andrew's suggestion.

Regards, Mark.


andrew-246 wrote:
> 
> The PCA is just a singular value decomposition on a sample covariance/
> correlation matrix.  Do a search for ?svd and get the eigenvalues and
> vectors from that function.
> 
> On Feb 14, 10:30 am, "glenn" <g1enn.robe... at btinternet.com> wrote:
>> Hi All, would appreciate an answer on this if you have a moment;
>>
>> Is there a function (before I try and write it !) that allows the input
>> of a
>> covariance or correlation matrix to calculate PCA, rather than the actual
>> data as in princomp()
>>
>> Regards
>>
>> Glenn
>>
>>         [[alternative HTML version deleted]]
>>
>> ______________________________________________
>> R-h... at r-project.org mailing
>> listhttps://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting
>> guidehttp://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
> 
> 

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