[R] tol in prcomp

[Uwe Ligges]

On 17.11.2012 00:41, nmend wrote:
> Hi there,
>
> I was wondering if anyone could explain how you should set tol in the prcomp
> function.
>
> Using help(prcomp) explains it as "a value indicating the magnitude below
> which components should be omitted. (Components are omitted if their
> standard deviations are less than or equal to tol times the standard
> deviation of the first component.) With the default null setting, no
> components are omitted."
>
> If anyone could give me some more information that would be greatly
> appreciated.
>
> Also, I am new to this site and tried searching but couldn't find anything
> specifically relating to tol.

Please read a textbook on PCA before you apply PCA: Typically PCA is 
used for dimension reduction. And it is your decision which components 
are not too important so you can exclude them. tol contraols that part 
as you described it yourself above.

You can keep the default and decide afterwards, of course.

Best,
Uwe Ligges



>
> Thank you.
>
>
>
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