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...@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...@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@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.
