On 4 May 2004, Jari Oksanen wrote: > On Tue, 2004-05-04 at 09:34, Prof Brian Ripley wrote: > > > > > Yes, but princomp is the recommended way, not prcomp. > > But the documentation seems to recommend prcomp:
For numerical accuracy, but not for flexibility. > > ?prcomp: > > > The calculation is done by a singular value decomposition of the > (centered and scaled) data matrix, not by using 'eigen' on the > covariance matrix. This is generally the preferred method for > numerical accuracy. > > ?princomp: > > The calculation is done using 'eigen' on the correlation or > covariance matrix, as determined by 'cor'. This is done for > compatibility with the S-PLUS result. A preferred method of > calculation is to use 'svd' on 'x', as is done in 'prcomp'. > > Just confused, jari oksanen > -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
