On Thu, 2004-09-16 at 02:38, Tony Plate wrote: > You could investigate this yourself by looking at the code of princomp (try > getAnywhere("princomp.default")). I'd suggest making a file that in-lines > the body of princomp.default into the commands you had below. See if you > still get the difference. (I'd be surprised if you didn't). Then try > commenting out lines the second pass through the commands produces the same > results as the first. The very last thing you commented out might help to > answer your question "What would be causing the > difference?" (The fact that various people chimed in to say they could > reproduce the behavior that bothered you, but didn't bother dig deeper > suggests it didn't bother them that much, which further suggests that you > are the person most motivated by this and thus the best candidate for > investigating it further...) > People were not too bothered, since the sign of the eigenvector is not well defined in PCA: vectors x and -x are equal. Have you compared absolute values? Do they differ much (more than, say 1e-6)? If they differ too much for you, this could be a symptom of some other problems, so it may be worth investigating in machines where you get this thing (others can do nothing). Since the princomp.default is difficult to find (either getAnywhere("princomp.default") or stats:::princomp -- I hate this information hiding), and its code is winding, I'd suggest you concentrate studying line:
sol <- eigen(cv, symmetric=TRUE) where you get the cv with cv <- cov.wt(x)$cov * (1 - 1/nrow(x)) and x is your data matrix. If cv remains unchanged from time to time, but there is a change in signs of sol$vectors, then you have localised your problem. If it's not there, then the rest of the princomp.default code is worth investigating. If it's in the eigen, then it dives deep into Fortran, and that may be all you can say. (If your covariance matrices change with repeated calculations, then the problem is deeper). However, sign doesn't matter if there are -- Jari Oksanen <[EMAIL PROTECTED]> ______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html