[R] prcomp(): How do I multiply two matrices

T.Riedle tr206 at kent.ac.uk
Fri Oct 7 20:24:00 CEST 2016


Dear R-users,

I am trying to do a principal components analysis using the attached data. My code looks as follows. I want to calculate the time series of the principal components (PC) . To this end, I transform the coefficients and the data into matrices and employ a matrix multiplication but it does not work.



data<-equityfunds[,-1]

PC<-prcomp(data)

coef1<-PC$rotation

data<-as.matrix(data)

PC1<-coef1 %*% data



This is the error message I get.

Error in coef1 %*% data : non-conformable arguments



So, what is wrong with my code? How do I multiply the coefficients with the observations?


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