PCA problem in R

-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch 
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Prof 
Brian Ripley
Sent: Saturday, August 13, 2005 11:26 PM
To: Alan Zhao
Cc: r-help at stat.math.ethz.ch
Subject: Re: [R] PCA problem in R

On Sat, 13 Aug 2005, Alan Zhao wrote:

When I have more variables than units, say a 195*10896 

matrix which has

10896 variables and 195 samples. prcomp will give only 195 principal
components. I checked in the help, but there is no 

explanation that why

this happen.

There is not even a definition of a PC in the help. Did you read the 
references?  This is what they are given for!

Can we get more than 195 PCs for this case? Thank you very
much.

Check out the theory in the references.  You can, but all the 
remaining 
ones are constant across samples and not uniquely defined.  
You are likely 
to have trouble storing the coefficients (10701x10896 is 800Mb).
It would be better to do whatever you intend to do with them without 
explicitly computing them.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595