Many apologies for the poor steer; you are quite right. 'fraid I hit 'send' before double-checking the help page myself. Next time...
S >>> Gavin Simpson <gavin.simp...@ucl.ac.uk> 16/02/2009 10:59 >>> On Mon, 2009-02-16 at 10:45 +0000, S Ellison wrote: > princomp uses the raw data and calculates the correlation or > covariance matrix on the way to the PC's, so that doesn't use a > correlation matrix itself. You do, however, get the choice. That *isn't* what princomp() does. If you supply a valid covariance matrix via argument 'covmat', princomp() uses that instead of calculating one from the input data. That is what ?princomp says it does, as does the R source, the true reference. G > > However, PC's are the eigenvectors of the correlation (or covariance) > matrix, so in principle calling eigen() on either would be sufficient > for the PC's. The signs may differ, though, as they are arbitrary; > compare prcomp(USArrests)$rotation with eigen(cov(USArrests)). > > S > > > > > >>> Bjørn-Helge Mevik <b.h.me...@usit.uio.no> 16/02/2009 09:05 >>> > "glenn" <g1enn.robe...@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(). :-) > > -- %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~% Dr. Gavin Simpson [t] +44 (0)20 7679 0522 ECRC, UCL Geography, [f] +44 (0)20 7679 0565 Pearson Building, [e] gavin.simpsonATNOSPAMucl.ac.uk Gower Street, London [w] http://www.ucl.ac.uk/~ucfagls/ UK. WC1E 6BT. [w] http://www.freshwaters.org.uk %~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~% ******************************************************************* This email and any attachments are confidential. Any use...{{dropped:8}} ______________________________________________ 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.