PCA functions
The PCA is just a singular value decomposition on a sample covariance/ correlation matrix. Do a search for ?svd and get the eigenvalues and vectors from that function.
On Feb 14, 10:30?am, "glenn" <g1enn.robe... at btinternet.com> wrote:
Hi All, would appreciate an answer on this if you have a moment; Is there a function (before I try and write it !) that allows the input of a covariance or correlation matrix to calculate PCA, rather than the actual data as in princomp() Regards Glenn ? ? ? ? [[alternative HTML version deleted]]
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