Murray Jorgensen wrote: > > 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 [...] > > I would have expected the princomp component standard deviations to be > the square roots of the eigen() $values and they clearly are not.
It's an 1/n vs. 1/(n-1) thing: > eX <- eigen(var(X)) > sqrt(eX$values) [1] 1.2931924 1.0215069 0.8346836 0.5828707 > sqrt(9/10 * eX$values) [1] 1.2268300 0.9690865 0.7918504 0.5529597 -- Bjørn-Helge Mevik ______________________________________________ [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
