To add to Brian Ripley's note: All but possibly the first few (1-3, say) PC's are very likely random numbers. You need to either consult references or get statistical help to understand why. May I also suggest that you add Prof Ripley's book on PATTERN RECOGNITION AND NEURAL NETWORKS to your reading list -- in particular, Ch. 9.
-- Bert Gunter Genentech Non-Clinical Statistics South San Francisco, CA "The business of the statistician is to catalyze the scientific learning process." - George E. P. Box > -----Original Message----- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of Prof > Brian Ripley > Sent: Saturday, August 13, 2005 11:26 PM > To: Alan Zhao > Cc: r-help@stat.math.ethz.ch > Subject: Re: [R] PCA problem in R > > 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! > > > 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. > > -- > 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 > > ______________________________________________ > 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 > ______________________________________________ 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
