I am doing a Principal Component Analaysis (PCA) on a 44x19 matrix.
with
> princomp(x,cor=TRUE,scores=TRUE)
> prcomp(x,scale=TRUE,center=TRUE)
The resulted eigenv. and rotated matrix are the same (as expected), however
the sum of eigenvalues is lower than 19 (number of variables).
With a commercial stat software it worked correctly, with the same dataset.
Am I doing something wrong?
Thanks
Alex
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