I am sorry for not being clear. I meant the methods detailed in:

Flury, B. (1988). Common Principle Components Analysis and Related 
Multivariate Models, John Wiley and Sons, New York. 

(see also:
http://www.quantlet.com/mdstat/scripts/mva/htmlbook/mvahtmlframe97.html).

Thank you very much.

Jos� Pedro Granadeiro

On Quarta Maio 26 2004 13:31, you wrote:
> Not sure what that (Common pc) is, but check prcomp() and princomp().
> Hank Stevens
>
> On May 26, 2004, at 6:40 AM, J. Pedro Granadeiro wrote:
> >     Dear all,
> >
> > Can anyone point me to a package that can perform Common principle
> > components?
> >
> > Thank you.
> >
> > Jos� P. Granadeiro
> >
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