Dear Aaron, Many thanks for your reply.
Please allow me to illustrate my query a bit. I take some data, throw it to prcomp and extract the x data frame from prcomp. >From ?prcomp: x: if ‘retx’ is true the value of the rotated data (the centred (and scaled if requested) data multiplied by the ‘rotation’ matrix) is returned. Hence, ‘cov(x)’ is the diagonal matrix ‘diag(sdev^2)’. For the formula method, ‘napredict()’ is applied to handle the treatment of values omitted by the ‘na.action’. I consider x[,1] as my index. This makes sense as x[,1] is the projection of the data on the FIRST principal component. Now this x[,1] can be a high +ve number or a low -ve number. I can't ignore the sign. If I ignore the sign by taking the absolute value, the HIGH / LOW stress values will be indistinguishable. Hence I do not think using absolute values of x[,1] is the solution. Yes it will make the results REPRODUCIBLE but that will be at the cost of losing information. Any other idea ? Many thanks, Ashim On Wed, Oct 12, 2022 at 5:23 PM Ebert,Timothy Aaron <teb...@ufl.edu> wrote: > > 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 > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://nam10.safelinks.protection.outlook.com/?url=https%3A%2F%2Fstat.ethz.ch%2Fmailman%2Flistinfo%2Fr-help&data=05%7C01%7Ctebert%40ufl.edu%7C258ecdf67d1342e9785508daac47cdf3%7C0d4da0f84a314d76ace60a62331e1b84%7C0%7C0%7C638011721656997427%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000%7C%7C%7C&sdata=Jh00DHZnx%2FbRGgsdqkgEp7qcMzzqcjhxYfJGF1d13PI%3D&reserved=0 > PLEASE do read the posting guide > https://nam10.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.r-project.org%2Fposting-guide.html&data=05%7C01%7Ctebert%40ufl.edu%7C258ecdf67d1342e9785508daac47cdf3%7C0d4da0f84a314d76ace60a62331e1b84%7C0%7C0%7C638011721656997427%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000%7C%7C%7C&sdata=p%2BYrpIUZTD1msNJFsE34J1iLCt8yAPsCe334GKm%2BAtk%3D&reserved=0 > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.