Message-ID: <Pine.A41.4.44.0210031700450.73942-100000@homer10.u.washington.edu>
Date: 2002-10-04T00:01:49Z
From: Thomas Lumley
Subject: Error in princomp?
In-Reply-To: <JAEIJJHNGFAGGDGPAGIKEENOCBAA.peter.vikstrom@ekhist.umu.se>
On Thu, 3 Oct 2002, [iso-8859-1] Peter Vikström wrote:
> Hello!
>
> When using princomp() for principal components analysis, the resulting
> loadings matrix differs between R and the output from other programs (S-plus
> and SAS)
> The difference is that the sign of some columns in the loadings matrix. The
> absolute values, however, are the same.
> This sign difference also exists when comparing the princomp() results with
> the manually calculated eigen vectors using eigen().
> Is this a bug in R?
No. The results are only defined up to a sign change.
-thomas
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