Skip to content
Prev 279954 / 398513 Next

PCA on high dimentional data

... and adding to what has already been said, PCA can be distorted by
non-ellipsoidal distributions or small numbers of unusual values.
Careful (chiefly graphical) examination of results is therefore
essential, and usually fairly easy to do. There are robust/resistant
versions of PCA in R, but they come with their own issues. As you have
already been told, you need to do some homework -- or get some local
advice.

Also, you need to post on some other list, e.g.
stats.stackexchange.com, as you have wandered outside the realm of R
issues.

-- Bert
On Sat, Dec 10, 2011 at 10:40 AM, Mark Difford <mark_difford at yahoo.co.uk> wrote: