[R] Obtain residuals from a Principal Component Analysis

Kevin Wright kw.stat at gmail.com
Wed Jul 25 16:59:17 CEST 2012


Just use 'predict' on the fitted model and subtract the predicted
values from the data.

Kevin Wright


On Wed, Jul 25, 2012 at 5:02 AM, petohtalrayn <h643306 at rtrtr.com> wrote:
> Hi everyone,
>
> I am relatively new to R, and I need to perform the principal components
> analysis of a data matrix. I know that there are a bunch of methods to do it
> (dudi.pca, princomp, prcomp...) but I have not managed to find a method that
> can return the residuals obtained by retaining X principal components of the
> original data, as this MATLAB function can do: http://is.gd/6WeUFF
>
> Suggestions? Please, help me to find a way to do it, any information you can
> give will be highly appreciated.
>
> Thanks in advance!
>
>
>
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-- 
Kevin Wright



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