PCA functions

Hi Glen, Andrew,
The PCA is just a singular value decomposition on a sample covariance/...
I believe that Bj?rn-Helge Mevik's point was that __if you read the
documentation__ you will see the argument "covmat" to princomp(). This,
really, is much more straightforward and practical than Andrew's suggestion.

Regards, Mark.
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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PCA functions

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