Consider the following output [R2.2.0; Windows XP] > set.seed(160706) > X <- matrix(rnorm(40),nrow=10,ncol=4) > Xpc <- princomp(X,cor=FALSE) > summary(Xpc,loadings=TRUE, cutoff=0) Importance of components: Comp.1 Comp.2 Comp.3 Comp.4 Standard deviation 1.2268300 0.9690865 0.7918504 0.55295970 Proportion of Variance 0.4456907 0.2780929 0.1856740 0.09054235 Cumulative Proportion 0.4456907 0.7237836 0.9094576 1.00000000
Loadings: Comp.1 Comp.2 Comp.3 Comp.4 [1,] -0.405 -0.624 0.466 0.479 [2,] -0.199 -0.636 -0.346 -0.660 [3,] 0.884 -0.443 0.023 0.148 [4,] 0.122 0.099 0.814 -0.559 > eigen(var(X)) $values [1] 1.6723465 1.0434763 0.6966967 0.3397382 $vectors [,1] [,2] [,3] [,4] [1,] -0.4048158 0.6240510 0.46563382 0.4794473 [2,] -0.1994853 0.6361009 -0.34634256 -0.6600213 [3,] 0.8839775 0.4429553 0.02261302 0.1478618 [4,] 0.1221215 -0.0986234 0.81407655 -0.5591414 I would have expected the princomp component standard deviations to be the square roots of the eigen() $values and they clearly are not. Murray Jorgensen -- Dr Murray Jorgensen http://www.stats.waikato.ac.nz/Staff/maj.html Department of Statistics, University of Waikato, Hamilton, New Zealand Email: [EMAIL PROTECTED] Fax 7 838 4155 Phone +64 7 838 4773 wk Home +64 7 825 0441 Mobile 021 1395 862 ______________________________________________ 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