I still do not understand. However, the general approach would be to identify a
specific value to test. If the test is TRUE then do "this" otherwise do
nothing. Once the test condition is properly identified, the coding easily
follows.
abs() is the same as
if x<0 then x = -x (non-R code, just idea)
The R code might look something more like
for (number in 1:ncol(x)){
if (x[3,2] < 0) {
x[number, number] = -x[number, number] #only change the diagonal
}
}
Depending on what values need to be changed you may need a nested for loop to
go through all values of x[number1, number2].
Your words: " I can forcefully use a NEGATIVE sign to FLIP the index when it is
LOW." Where it appeared that "low" was defined as values that are negative. You
still will have low values (close to zero) and high values (far from zero).
You could make the condition some other value:
if x< -4 then x = -x
If you just want to rotate about zero then
x = -x
In this case the positive values will become negative and the negative values
positive.
Add an if test to selectively rotate based on the value of a single test
element in x (as in x[3,2]).
In debugging or trouble shooting setting seed is useful. For actual data
analysis you should not set seed, or possibly better yet use set.seed(NULL).
Tim
-----Original Message-----
From: Ashim Kapoor <ashimkap...@gmail.com>
Sent: Thursday, October 13, 2022 12:28 AM
To: Ebert,Timothy Aaron <teb...@ufl.edu>
Cc: R Help <r-help@r-project.org>
Subject: Re: [R] prcomp - arbitrary direction of the returned principal
components
[External Email]
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
>
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