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PCA functions
5 messages · glenn, Bjørn-Helge Mevik, Andrew +1 more
2 days later
"glenn" <g1enn.roberts at btinternet.com> writes:
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()
Yes, there is: princomp(). :-)
Bj?rn-Helge Mevik
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]]
______________________________________________ R-h... at r-project.org mailing listhttps://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guidehttp://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
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.
andrew-246 wrote:
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]]
______________________________________________ R-h... at r-project.org mailing listhttps://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guidehttp://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
View this message in context: http://www.nabble.com/PCA-functions-tp22006964p22034611.html Sent from the R help mailing list archive at Nabble.com.
sqrt(svd(x)$d) maybe 2 more operations than princomp(covmat=x), but it is hardly a chore.
On Feb 16, 9:15?pm, Mark Difford <mark_diff... at yahoo.co.uk> wrote:
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. andrew-246 wrote:
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]]
______________________________________________ R-h... at r-project.org mailing listhttps://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guidehttp://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
______________________________________________ R-h... at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
-- View this message in context:http://www.nabble.com/PCA-functions-tp22006964p22034611.html Sent from the R help mailing list archive at Nabble.com.
______________________________________________ R-h... at r-project.org mailing listhttps://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guidehttp://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.