Message-ID: <c9c9338e-8bde-476a-9e17-6f6b07e7a0f1@g1g2000pra.googlegroups.com>
Date: 2009-02-16T09:59:35Z
From: Andrew
Subject: PCA functions
In-Reply-To: <200902132330.n1DNUrVn025716@hypatia.math.ethz.ch>
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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