Thanks, dudes! ;-)
On Sun, 2011-06-12 at 16:31 +0100, Cottrell, Allin wrote:
> OK, old dude here: there's no automatic way to save the loading
> vectors from principal
> components analysis, but it's easy to compute them yourself. The
> script below does
> the job (and also shows the equivalence between manual calculation and
> the princomp()
> function:
>
> <script>
> open data7-12
> matrix X = {wbase, length, width, height, weight}
> matrix C = mcorr(X) # or mcov() if you prefer
> matrix E
> eigensym(C, &E)
> # the loading vectors: sort by decreasing eigenvalue
> E = mreverse(E')'
> print E
>
> # compute PCA via princomp() and manually
> P1 = princomp(X,5)
> scalar n = rows(X)
> scalar k = cols(X)
> # normalize X
> X = X .- meanc(X)
> X = X ./ sdc(X,n-1)
> matrix P2 = zeros(n, k)
> loop i=1..n -q
> loop j=1..k -q
> P2[i,j] = X[i,] * E[,j]
> endloop
> endloop
> print P1 P2
> </script>
>
> Allin Cottrell
>
> On Sun, Jun 12, 2011 at 1:39 PM, Anutechia Asongu
> <simplice_peace(a)yahoo.com> wrote:
> >
> > Sorry Amaryl, I can't help as I'm a young user of this stuff. Sure, some
> > old dudes here will provide you an answer shortly.
> >
> >
> > --- On Sun, 6/12/11, amaryl <amaryl.felicia(a)gmx.de> wrote:
> >
> > From: amaryl <amaryl.felicia(a)gmx.de>
> > Subject: Re: [Gretl-users] Storing the loadings of principal component
> > analysis
> > To: "Gretl list" <gretl-users(a)lists.wfu.edu>
> > Date: Sunday, June 12, 2011, 5:28 AM
> >
> > Thanks for your reply.
> > But as far as I can see, this saves the principal components (which are
> > time series). What I need, is the matrix of loadings, which describes
> > how the series of principal components "contribute" to the original data
> > series.
> >
> > To put it in more technical terms, I would like to access the
> > eigenvectors of the correlation matrix themselves, not just the
> > principal components computed from these eigenvectors.
> >
> >
> > On Sun, 2011-06-12 at 05:02 -0700, Anutechia Asongu wrote:
> > >
> > > Click on the plus(+) sign on top of the window showing ur PCA results
> > > and save the result on ur main Grelt Window.
> > >
> > >
> > >
> > > --- On Sun, 6/12/11, amaryl <amaryl.felicia(a)gmx.de> wrote:
> > >
> > > From: amaryl <amaryl.felicia(a)gmx.de>
> > > Subject: [Gretl-users] Storing the loadings of principal
> > > component analysis
> > > To: gretl-users(a)lists.wfu.edu
> > > Date: Sunday, June 12, 2011, 3:57 AM
> > >
> > > Dear all,
> > >
> > > is there a way to store the component loadings as a matrix
> > > after doing a
> > > principal component analysis? I get the loadings as output, of
> > > course,
> > > but I need them for further processing.
> > >
> > > Thanks in advance!
>
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