[R] Help with PCA

[William Revelle]

Sarah and elisacarli21

principal in the psych package will do principal components of a correlation or covariance matrix.

ex:

library(psych)
principal(Thurstone,3,rotate="none")   #First three principal components of the Thurstone correlation matrix
#compare with eigen
e <- eigen(Thurstone)   #perform an eigen value decomposition
e   #show the resuls
e$vectors %*% diag(sqrt(e$values))  #convert to "loadings" and compare with the output from principal



Bill


On Dec 28, 2011, at 9:09 AM, Sarah Goslee wrote:

> Hi,
> 
> On Wed, Dec 28, 2011 at 7:54 AM, elisacarli21 <elisacarli21 at gmail.com> wrote:
>> Dear all,
>> 
>> I've  a correlation matrix with rows and columns headings.
>> I've two questions:
>> 
>> 1) How can i import it in R, setting first row as row heading and first
>> column as column heading?
> 
> read.table, with the appropriate options. You can see what they are
> by typing
> ?read.table
> at an R prompt.
> 
>> 2) Which is the best principal component anlysis package in R?
> 
> Best for what?
> 
> I'd start with
> ?princomp
> and if that doesn't meet your needs go looking farther.
> www.rseek.org is good for finding R functions for particular purposes.
> 
> But if you're starting with the correlation matrix rather than the raw
> data, you might need to do the eigenanalysis yourself rather than
> relying on an existing function that assumes raw data.
> 
> Sarah
> 
> -- 
> Sarah Goslee
> http://www.functionaldiversity.org
> 
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William Revelle		           http://personality-project.org/revelle.html
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