sqrt(svd(x)$d) maybe 2 more operations than princomp(covmat=x), but it is hardly a chore.
On Feb 16, 9:15 pm, Mark Difford <mark_diff...@yahoo.co.uk> wrote: > Hi Glen, Andrew, > > >> The PCA is just a singular value decomposition on a sample covariance/... > > I believe that Bjørn-Helge Mevik's point was that __if you read the > documentation__ you will see the argument "covmat" to princomp(). This, > really, is much more straightforward and practical than Andrew's suggestion. > > Regards, Mark. > > > > andrew-246 wrote: > > > 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-h...@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. > > -- > View this message in > context:http://www.nabble.com/PCA-functions-tp22006964p22034611.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > 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.
