Use absolute value
Tim
-----Original Message-----
From: R-help <r-help-boun...@r-project.org> On Behalf Of Ashim Kapoor
Sent: Wednesday, October 12, 2022 7:48 AM
To: R Help <r-help@r-project.org>
Subject: [R] prcomp - arbitrary direction of the returned principal components
[External Email]
Dear R experts,
>From ?prcomp,
---- snip -----
Note:
The signs of the columns of the rotation matrix are arbitrary, and
so may differ between different programs for PCA, and even between
different builds of R.
---- snip ------
My problem is that I am building an index based on Principal Components
Analysis.
When the index is high it should indicate stress in the market. Due to the
arbitrary sign sometimes I get an index which is HIGH when there is stress and
sometimes I get the OPPOSITE - an index which is LOW when there is stress.
This program is shared with other people who may have a different build of R.
I can forcefully use a NEGATIVE sign to FLIP the index when it is LOW.
That works.
Now my query is : Just like we do set.seed(1234) and force the pattern of
generation of random number and make it REPRODUCIBLE, can I do something like :
set.direction.for.vector.in.pca(1234)
Now each time I do prcomp it should choose the SAME ( high or low ) direction
of the principle component on ANY computer having ANY version of R installed.
That's what I want. I don't want the the returned principal component to be
HIGH(LOW) on my computer and LOW(HIGH) on someone else's computer.
That would confuse the people the code is shared with.
Is this possible ? How do people deal with this ?
Many thanks,
Ashim
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