Hi. I have two comments on this. Quoting Prof Brian Ripley <[EMAIL PROTECTED]>:
> On Sat, 13 Aug 2005, Alan Zhao wrote: > > > When I have more variables than units, say a 195*10896 matrix which has > > 10896 variables and 195 samples. prcomp will give only 195 principal > > components. I checked in the help, but there is no explanation that why > > this happen. > > There is not even a definition of a PC in the help. Did you read the > references? This is what they are given for! I don't know if it's too simple and introductory for the OP, but I quite like Lindsay Smith's intro to PCA. http://www.cs.otago.ac.nz/cosc453/student_tutorials/principal_components.pdf > > Can we get more than 195 PCs for this case? Thank you very > > much. > > Check out the theory in the references. You can, but all the remaining > ones are constant across samples and not uniquely defined. You are likely > to have trouble storing the coefficients (10701x10896 is 800Mb). > It would be better to do whatever you intend to do with them without > explicitly computing them. I've been using prcomp on data with 50 samples and 8000 variables. That completes in acceptable time on a very modest (XP2000+/512M/rh9) machine. Though, I note that I only have 1/4 of the samples of the OP. Cheers, Ross-c ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
