Re: [R] prcomp - arbitrary direction of the returned principal components
This reminds me of a situation in 1975 where a large computer service bureau had
contracted to migrate scientific software from a Univac 1108 to a an IBM System
360.
They spent 3 weeks trying to get the IBM to give the same eigenvectors on a
problem as the
Univac. There were at least 2 eigenvalues that were equal. They were trying to
fix
something that was not broken. Their desperation was enough to offer me a very
large fee
to "fix" things. However, I had a nice job, so told them to go away and read a
couple of
books on the real-symmetric eigenvalue problem or singular value decomposition,
though the
latter was just becoming known outside of numerical linear algebra.
I suspect the OP should go back to basics with principal components and not try
to fiddle
with the output. It is likely that the "loadings" (I'm never sure of the
nomenclature -- I
use the matrix setup) can be rotated, but you can't just rotate one vector of a
set on its
own.
Amazing how these old issues linger for decades. Or maybe linear algebra is not
on the
curriculum.
John Nash
On Thu, 2022-10-13 at 19:35 +0530, Ashim Kapoor wrote:
> Dear All,
>
> Many thanks for your replies.
>
> My PC1 loading turns out to be :
>
> 1/sqrt(2) , -1/sqrt(2)
>
> In simple words : I had 2 variables and I ran prcomp on them. I got my
> PC1 as : .7071068 var1 - .7071068 var2
>
> PC2 turned out to be the same as PC1 with a PLUS replacing the minus,
> ie. .7071068 var1 + .7071068 var2
>
> But forget PC2 for the time being.
>
> Now my question is : I am not able to use the rule that : choose the
> variable with a bigger magnitude of loading and multiply PC1 by -1 if
> needed (to flip the PC1 since any vector x and it's flipped version -x
> are the same vector but with opposite direction) if the variable with
> bigger magnitude is of negative sign.
>
> I have an alternative measure of stress which is trending UP and has 2
> peaks during 2 recessions and I can see that PC1 is trending DOWN and
> has 2 TROUGHS during the same recessions. That's how I wish to FLIP
> PC1 with a negative sign.
>
> The data is not mine and I am not at liberty to share it. I can
> construct an artificial example but I would need time to do that.
>
> That's what's happening.
>
> Best Regards and
> Many thanks.
> Ashim
>
>
>
>
>
>
>
>
>
> On Thu, Oct 13, 2022 at 5:38 PM Ebert,Timothy Aaron wrote:
> >
> > I still do not understand. However, the general approach would be to
> > identify a
> > specific value to test. If the test is TRUE then do "this" otherwise do
> > nothing. Once
> > the test condition is properly identified, the coding easily follows.
> >
> > abs() is the same as
> > if x<0 then x = -x (non-R code, just idea)
> > The R code might look something more like
> > for (number in 1:ncol(x)){
> > if (x[3,2] < 0) {
> > x[number, number] = -x[number, number] #only change the diagonal
> > }
> > }
> >
> > Depending on what values need to be changed you may need a nested for loop
> > to go
> > through all values of x[number1, number2].
> >
> > Your words: " I can forcefully use a NEGATIVE sign to FLIP the index when
> > it is LOW."
> > Where it appeared that "low" was defined as values that are negative. You
> > still will
> > have low values (close to zero) and high values (far from zero).
> >
> > You could make the condition some other value:
> >
> > if x< -4 then x = -x
> >
> > If you just want to rotate about zero then
> > x = -x
> > In this case the positive values will become negative and the negative
> > values
> > positive.
> > Add an if test to selectively rotate based on the value of a single test
> > element in x
> > (as in x[3,2]).
> >
> > In debugging or trouble shooting setting seed is useful. For actual data
> > analysis you
> > should not set seed, or possibly better yet use set.seed(NULL).
> >
> > Tim
> >
> >
> >
> > -Original Message-
> > From: Ashim Kapoor
> > Sent: Thursday, October 13, 2022 12:28 AM
> > To: Ebert,Timothy Aaron
> > Cc: R Help
> > Subject: Re: [R] prcomp - arbitrary direction of the returned principal
> > components
> >
> > [External Email]
> >
> > Dear Aaron,
> >
> > Many thanks for your reply.
> >
> > Please allow me to illustrate my query a bit.
> >
> > I take some data, throw it to prcomp and extract the x data frame from
> > prcomp.
> >
&
Re: [R] prcomp - arbitrary direction of the returned principal components
Dear All,
Many thanks for your replies.
My PC1 loading turns out to be :
1/sqrt(2) , -1/sqrt(2)
In simple words : I had 2 variables and I ran prcomp on them. I got my
PC1 as : .7071068 var1 - .7071068 var2
PC2 turned out to be the same as PC1 with a PLUS replacing the minus,
ie. .7071068 var1 + .7071068 var2
But forget PC2 for the time being.
Now my question is : I am not able to use the rule that : choose the
variable with a bigger magnitude of loading and multiply PC1 by -1 if
needed (to flip the PC1 since any vector x and it's flipped version -x
are the same vector but with opposite direction) if the variable with
bigger magnitude is of negative sign.
I have an alternative measure of stress which is trending UP and has 2
peaks during 2 recessions and I can see that PC1 is trending DOWN and
has 2 TROUGHS during the same recessions. That's how I wish to FLIP
PC1 with a negative sign.
The data is not mine and I am not at liberty to share it. I can
construct an artificial example but I would need time to do that.
That's what's happening.
Best Regards and
Many thanks.
Ashim
On Thu, Oct 13, 2022 at 5:38 PM Ebert,Timothy Aaron wrote:
>
> I still do not understand. However, the general approach would be to identify
> a specific value to test. If the test is TRUE then do "this" otherwise do
> nothing. Once the test condition is properly identified, the coding easily
> follows.
>
> abs() is the same as
> if x<0 then x = -x (non-R code, just idea)
> The R code might look something more like
> for (number in 1:ncol(x)){
>if (x[3,2] < 0) {
> x[number, number] = -x[number, number] #only change the diagonal
>}
> }
>
> Depending on what values need to be changed you may need a nested for loop to
> go through all values of x[number1, number2].
>
> Your words: " I can forcefully use a NEGATIVE sign to FLIP the index when it
> is LOW." Where it appeared that "low" was defined as values that are
> negative. You still will have low values (close to zero) and high values (far
> from zero).
>
> You could make the condition some other value:
>
> if x< -4 then x = -x
>
> If you just want to rotate about zero then
> x = -x
> In this case the positive values will become negative and the negative values
> positive.
> Add an if test to selectively rotate based on the value of a single test
> element in x (as in x[3,2]).
>
> In debugging or trouble shooting setting seed is useful. For actual data
> analysis you should not set seed, or possibly better yet use set.seed(NULL).
>
> Tim
>
>
>
> -----Original Message-
> From: Ashim Kapoor
> Sent: Thursday, October 13, 2022 12:28 AM
> To: Ebert,Timothy Aaron
> Cc: R Help
> Subject: Re: [R] prcomp - arbitrary direction of the returned principal
> components
>
> [External Email]
>
> Dear Aaron,
>
> Many thanks for your reply.
>
> Please allow me to illustrate my query a bit.
>
> I take some data, throw it to prcomp and extract the x data frame from prcomp.
>
> From ?prcomp:
>
>x: if 'retx' is true the value of the rotated data (the centred
> (and scaled if requested) data multiplied by the 'rotation'
> matrix) is returned. Hence, 'cov(x)' is the diagonal matrix
> 'diag(sdev^2)'. For the formula method, 'napredict()' is
> applied to handle the treatment of values omitted by the
> 'na.action'.
>
> I consider x[,1] as my index. This makes sense as x[,1] is the projection of
> the data on the FIRST principal component.
> Now this x[,1] can be a high +ve number or a low -ve number. I can't ignore
> the sign.
>
> If I ignore the sign by taking the absolute value, the HIGH / LOW stress
> values will be indistinguishable.
>
> Hence I do not think using absolute values of x[,1] is the solution.
> Yes it will make the results REPRODUCIBLE but that will be at the cost of
> losing information.
>
> Any other idea ?
>
> Many thanks,
> Ashim
>
> On Wed, Oct 12, 2022 at 5:23 PM Ebert,Timothy Aaron wrote:
> >
> > Use absolute value
> >
> > Tim
> >
> > -Original Message-
> > From: R-help On Behalf Of Ashim Kapoor
> > Sent: Wednesday, October 12, 2022 7:48 AM
> > To: R Help
> > Subject: [R] prcomp - arbitrary direction of the returned principal
> > components
> >
> > [External Email]
> >
> > Dear R experts,
> >
> > From ?prcomp,
> >
> > snip -
> > Note:
> >
> > The signs of the columns of the rotation matrix are arbitrary, and
> > so may differ
Re: [R] prcomp - arbitrary direction of the returned principal components
I still do not understand. However, the general approach would be to identify a
specific value to test. If the test is TRUE then do "this" otherwise do
nothing. Once the test condition is properly identified, the coding easily
follows.
abs() is the same as
if x<0 then x = -x (non-R code, just idea)
The R code might look something more like
for (number in 1:ncol(x)){
if (x[3,2] < 0) {
x[number, number] = -x[number, number] #only change the diagonal
}
}
Depending on what values need to be changed you may need a nested for loop to
go through all values of x[number1, number2].
Your words: " I can forcefully use a NEGATIVE sign to FLIP the index when it is
LOW." Where it appeared that "low" was defined as values that are negative. You
still will have low values (close to zero) and high values (far from zero).
You could make the condition some other value:
if x< -4 then x = -x
If you just want to rotate about zero then
x = -x
In this case the positive values will become negative and the negative values
positive.
Add an if test to selectively rotate based on the value of a single test
element in x (as in x[3,2]).
In debugging or trouble shooting setting seed is useful. For actual data
analysis you should not set seed, or possibly better yet use set.seed(NULL).
Tim
-Original Message-
From: Ashim Kapoor
Sent: Thursday, October 13, 2022 12:28 AM
To: Ebert,Timothy Aaron
Cc: R Help
Subject: Re: [R] prcomp - arbitrary direction of the returned principal
components
[External Email]
Dear Aaron,
Many thanks for your reply.
Please allow me to illustrate my query a bit.
I take some data, throw it to prcomp and extract the x data frame from prcomp.
>From ?prcomp:
x: if 'retx' is true the value of the rotated data (the centred
(and scaled if requested) data multiplied by the 'rotation'
matrix) is returned. Hence, 'cov(x)' is the diagonal matrix
'diag(sdev^2)'. For the formula method, 'napredict()' is
applied to handle the treatment of values omitted by the
'na.action'.
I consider x[,1] as my index. This makes sense as x[,1] is the projection of
the data on the FIRST principal component.
Now this x[,1] can be a high +ve number or a low -ve number. I can't ignore the
sign.
If I ignore the sign by taking the absolute value, the HIGH / LOW stress values
will be indistinguishable.
Hence I do not think using absolute values of x[,1] is the solution.
Yes it will make the results REPRODUCIBLE but that will be at the cost of
losing information.
Any other idea ?
Many thanks,
Ashim
On Wed, Oct 12, 2022 at 5:23 PM Ebert,Timothy Aaron wrote:
>
> Use absolute value
>
> Tim
>
> -Original Message-
> From: R-help On Behalf Of Ashim Kapoor
> Sent: Wednesday, October 12, 2022 7:48 AM
> To: R Help
> Subject: [R] prcomp - arbitrary direction of the returned principal
> components
>
> [External Email]
>
> Dear R experts,
>
> From ?prcomp,
>
> snip -
> Note:
>
> The signs of the columns of the rotation matrix are arbitrary, and
> so may differ between different programs for PCA, and even between
> different builds of R.
> snip --
>
> My problem is that I am building an index based on Principal Components
> Analysis.
> When the index is high it should indicate stress in the market. Due to the
> arbitrary sign sometimes I get an index which is HIGH when there is stress
> and sometimes I get the OPPOSITE - an index which is LOW when there is
> stress.
> This program is shared with other people who may have a different build of R.
>
> I can forcefully use a NEGATIVE sign to FLIP the index when it is LOW.
> That works.
>
> Now my query is : Just like we do set.seed(1234) and force the pattern of
> generation of random number and make it REPRODUCIBLE, can I do something like
> :
>
> set.direction.for.vector.in.pca(1234)
>
> Now each time I do prcomp it should choose the SAME ( high or low ) direction
> of the principle component on ANY computer having ANY version of R installed.
>
> That's what I want. I don't want the the returned principal component to be
> HIGH(LOW) on my computer and LOW(HIGH) on someone else's computer.
> That would confuse the people the code is shared with.
>
> Is this possible ? How do people deal with this ?
>
> Many thanks,
> Ashim
>
> __
> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://nam10.safelinks.protection.outlook.com/?url=https%3A%2F%2Fstat
> .ethz.ch%2Fmailman%2Flistinfo%2Fr-help&data=05%7C01%7Ctebert%40ufl
> .edu%7C60e6d6ae8645462db99b08daacd36
Re: [R] prcomp - arbitrary direction of the returned principal components
В Wed, 12 Oct 2022 17:18:26 +0530 Ashim Kapoor пишет: > My problem is that I am building an index based on Principal > Components Analysis. > When the index is high it should indicate stress in the market. Have you considered using supervised methods, like PLS, to predict stress in the market? Imagine what happens when you take the points where there's stress in the market and feed only those to PCA. The first principal direction is now gone (if there is a variation along this axis, it's much smaller than it was), so now some other direction occupies its place. Even if the first direction is preserved, after centering, there are now points with low values of PC1, despite all points should correspond to stress in the market. Apologies if the paragraph above is complete nonsense, a reasonable researched would always conduct the analysis on a representative sample of the points, and the whole point of the proposed index is that high stress is indicated by points on the positive end of the multivariate sausage that PCA considers the data to be. If that's the case, post-processing the signs as described by Chris Evans could be the right solution. -- Best regards, Ivan __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] prcomp - arbitrary direction of the returned principal components
I agree with this and I'm not very sure why you feel you need the signs
fixed one way: they are arbitrary and how they come out is generally a
function of things in the handling of rounding as values hit the limit
of the finite arithmetic in the particular program and OS and hardware
on which it's running. Can't you just say that?!
If you must have it aligned one way then I think the only thing you can
do is to select the row/item/variable with the highest absolute loading
on the component and set that to be positive (say, whether you choose
positive or negative is up to you). I think this does it:
### create some data to analyse
set.seed(12345)
n <- 500 # number of observations
k <- 8 # number of variables
fuzz <- .1 # used to add noise
varLatent <- rnorm(n) # create the values of the dominant PC
vecLoadings <- c(rep(1, k/2), rep(-1, k/2)) # binary loadings
### make the raw data
matData <- matrix(rep(NA, n * k), ncol = k)
for (i in 1:k) {
matData[, i] <- vecLoadings[i] * varLatent + rnorm(n, fuzz)
}
head(matData)
### get the PCA
matPrcomp <- prcomp(matData)$rotation
round(matPrcomp, 2)
# PC1 PC2 PC3 PC4 PC5 PC6 PC7 PC8
# [1,] 0.34 0.00 -0.74 0.32 -0.38 -0.25 0.15 0.00
# [2,] 0.37 -0.19 0.49 0.33 -0.57 0.38 0.07 -0.01
# [3,] 0.34 0.80 0.14 0.11 0.10 -0.05 -0.16 -0.43
# [4,] 0.33 -0.47 -0.16 0.10 0.34 0.17 -0.61 -0.35
# [5,] -0.35 0.15 -0.15 -0.34 -0.61 0.10 -0.57 -0.08
# [6,] -0.37 -0.25 0.11 0.13 -0.14 -0.30 0.27 -0.77
# [7,] -0.35 0.07 0.17 0.72 0.04 -0.32 -0.38 0.28
# [8,] -0.38 0.17 -0.32 0.33 0.14 0.75 0.16 -0.12
### find the sign of the maximum absolute loading for each component
vecMaxItemSigns <- apply(matPrcomp, 2,
function(x){sign(x[(which.max(abs(x)))])})
vecMaxItemSigns
# PC1 PC2 PC3 PC4 PC5 PC6 PC7 PC8
# -1 1 -1 1 -1 1 -1 -1
### now use that to create a new PCA where the strongest loadings are
always positive
newMatPrcomp <- matrix(rep(NA, k * k), ncol = k)
colnames(newMatPrcomp) <- colnames(matPrcomp)
rownames(newMatPrcomp) <- rownames(matPrcomp)
for (i in 1:k) {
newMatPrcomp[, i] <- matPrcomp[, i] * vecMaxItems[i]
}
round(newMatPrcomp, 2)
# PC1 PC2 PC3 PC4 PC5 PC6 PC7 PC8
# [1,] -0.34 0.00 0.74 0.32 0.38 -0.25 -0.15 0.00
# [2,] -0.37 -0.19 -0.49 0.33 0.57 0.38 -0.07 0.01
# [3,] -0.34 0.80 -0.14 0.11 -0.10 -0.05 0.16 0.43
# [4,] -0.33 -0.47 0.16 0.10 -0.34 0.17 0.61 0.35
# [5,] 0.35 0.15 0.15 -0.34 0.61 0.10 0.57 0.08
# [6,] 0.37 -0.25 -0.11 0.13 0.14 -0.30 -0.27 0.77
# [7,] 0.35 0.07 -0.17 0.72 -0.04 -0.32 0.38 -0.28
# [8,] 0.38 0.17 0.32 0.33 -0.14 0.75 -0.16 0.12
Apologies for the coding: I'm a better therapist than coder and
it's a while since I've done much in base R like this. Quite fun
to get back to it! R artistes can probably do that in four lines!
But I'm not convinced doing this to "fix" the signs is really
worth it however many lines one uses to code it!!
Very best all,
Chris
On Thu, 2022-10-13 at 09:58 +0530, Ashim Kapoor wrote:
> Dear Aaron,
>
> Many thanks for your reply.
>
> Please allow me to illustrate my query a bit.
>
> I take some data, throw it to prcomp and extract the x data frame
> from prcomp.
>
> From ?prcomp:
>
> x: if ‘retx’ is true the value of the rotated data (the
> centred
> (and scaled if requested) data multiplied by the ‘rotation’
> matrix) is returned. Hence, ‘cov(x)’ is the diagonal
> matrix
> ‘diag(sdev^2)’. For the formula method, ‘napredict()’ is
> applied to handle the treatment of values omitted by the
> ‘na.action’.
>
> I consider x[,1] as my index. This makes sense as x[,1] is the
> projection of the data on the FIRST principal component.
> Now this x[,1] can be a high +ve number or a low -ve number. I can't
> ignore the sign.
>
> If I ignore the sign by taking the absolute value, the HIGH / LOW
> stress values will be indistinguishable.
>
> Hence I do not think using absolute values of x[,1] is the solution.
> Yes it will make the results REPRODUCIBLE but that will be at the
> cost
> of losing information.
>
> Any other idea ?
>
> Many thanks,
> Ashim
>
> On Wed, Oct 12, 2022 at 5:23 PM Ebert,Timothy Aaron
> wrote:
> >
> > Use absolute value
> >
> > Tim
> >
> > -Original Message-
> > From: R-help On Behalf Of Ashim
> > Kapoor
> > Sent: Wednesday, October 12, 2022 7:48 AM
> > To: R Help
> > Subject: [R] prcomp - arbitrary direction of the returned principal
> > components
> >
> > [External Email]
> >
> > Dear R experts,
> >
> > From ?prcomp,
> >
> > snip -
> > Note:
> >
> > The signs of the columns of the rotation matrix are arbitrary,
> > and
> > so may differ between different programs for PCA, and even
> > between
> > different builds of R.
> > snip --
> >
> > My problem is that I am building an index based on Principal
> > Components Analysis.
> > When the index is high it should indicate st
Re: [R] prcomp - arbitrary direction of the returned principal components
Dear Aaron, Many thanks for your reply. Please allow me to illustrate my query a bit. I take some data, throw it to prcomp and extract the x data frame from prcomp. >From ?prcomp: x: if ‘retx’ is true the value of the rotated data (the centred (and scaled if requested) data multiplied by the ‘rotation’ matrix) is returned. Hence, ‘cov(x)’ is the diagonal matrix ‘diag(sdev^2)’. For the formula method, ‘napredict()’ is applied to handle the treatment of values omitted by the ‘na.action’. I consider x[,1] as my index. This makes sense as x[,1] is the projection of the data on the FIRST principal component. Now this x[,1] can be a high +ve number or a low -ve number. I can't ignore the sign. If I ignore the sign by taking the absolute value, the HIGH / LOW stress values will be indistinguishable. Hence I do not think using absolute values of x[,1] is the solution. Yes it will make the results REPRODUCIBLE but that will be at the cost of losing information. Any other idea ? Many thanks, Ashim On Wed, Oct 12, 2022 at 5:23 PM Ebert,Timothy Aaron wrote: > > Use absolute value > > Tim > > -Original Message- > From: R-help On Behalf Of Ashim Kapoor > Sent: Wednesday, October 12, 2022 7:48 AM > To: R Help > Subject: [R] prcomp - arbitrary direction of the returned principal components > > [External Email] > > Dear R experts, > > From ?prcomp, > > snip - > Note: > > The signs of the columns of the rotation matrix are arbitrary, and > so may differ between different programs for PCA, and even between > different builds of R. > snip -- > > My problem is that I am building an index based on Principal Components > Analysis. > When the index is high it should indicate stress in the market. Due to the > arbitrary sign sometimes I get an index which is HIGH when there is stress > and sometimes I get the OPPOSITE - an index which is LOW when there is > stress. > This program is shared with other people who may have a different build of R. > > I can forcefully use a NEGATIVE sign to FLIP the index when it is LOW. > That works. > > Now my query is : Just like we do set.seed(1234) and force the pattern of > generation of random number and make it REPRODUCIBLE, can I do something like > : > > set.direction.for.vector.in.pca(1234) > > Now each time I do prcomp it should choose the SAME ( high or low ) direction > of the principle component on ANY computer having ANY version of R installed. > > That's what I want. I don't want the the returned principal component to be > HIGH(LOW) on my computer and LOW(HIGH) on someone else's computer. > That would confuse the people the code is shared with. > > Is this possible ? How do people deal with this ? > > Many thanks, > Ashim > > __ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://nam10.safelinks.protection.outlook.com/?url=https%3A%2F%2Fstat.ethz.ch%2Fmailman%2Flistinfo%2Fr-help&data=05%7C01%7Ctebert%40ufl.edu%7C258ecdf67d1342e9785508daac47cdf3%7C0d4da0f84a314d76ace60a62331e1b84%7C0%7C0%7C638011721656997427%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000%7C%7C%7C&sdata=Jh00DHZnx%2FbRGgsdqkgEp7qcMzzqcjhxYfJGF1d13PI%3D&reserved=0 > PLEASE do read the posting guide > https://nam10.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.r-project.org%2Fposting-guide.html&data=05%7C01%7Ctebert%40ufl.edu%7C258ecdf67d1342e9785508daac47cdf3%7C0d4da0f84a314d76ace60a62331e1b84%7C0%7C0%7C638011721656997427%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000%7C%7C%7C&sdata=p%2BYrpIUZTD1msNJFsE34J1iLCt8yAPsCe334GKm%2BAtk%3D&reserved=0 > and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] prcomp - arbitrary direction of the returned principal components
Use absolute value Tim -Original Message- From: R-help On Behalf Of Ashim Kapoor Sent: Wednesday, October 12, 2022 7:48 AM To: R Help Subject: [R] prcomp - arbitrary direction of the returned principal components [External Email] Dear R experts, >From ?prcomp, snip - Note: The signs of the columns of the rotation matrix are arbitrary, and so may differ between different programs for PCA, and even between different builds of R. snip -- My problem is that I am building an index based on Principal Components Analysis. When the index is high it should indicate stress in the market. Due to the arbitrary sign sometimes I get an index which is HIGH when there is stress and sometimes I get the OPPOSITE - an index which is LOW when there is stress. This program is shared with other people who may have a different build of R. I can forcefully use a NEGATIVE sign to FLIP the index when it is LOW. That works. Now my query is : Just like we do set.seed(1234) and force the pattern of generation of random number and make it REPRODUCIBLE, can I do something like : set.direction.for.vector.in.pca(1234) Now each time I do prcomp it should choose the SAME ( high or low ) direction of the principle component on ANY computer having ANY version of R installed. That's what I want. I don't want the the returned principal component to be HIGH(LOW) on my computer and LOW(HIGH) on someone else's computer. That would confuse the people the code is shared with. Is this possible ? How do people deal with this ? Many thanks, Ashim __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://nam10.safelinks.protection.outlook.com/?url=https%3A%2F%2Fstat.ethz.ch%2Fmailman%2Flistinfo%2Fr-help&data=05%7C01%7Ctebert%40ufl.edu%7C258ecdf67d1342e9785508daac47cdf3%7C0d4da0f84a314d76ace60a62331e1b84%7C0%7C0%7C638011721656997427%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000%7C%7C%7C&sdata=Jh00DHZnx%2FbRGgsdqkgEp7qcMzzqcjhxYfJGF1d13PI%3D&reserved=0 PLEASE do read the posting guide https://nam10.safelinks.protection.outlook.com/?url=http%3A%2F%2Fwww.r-project.org%2Fposting-guide.html&data=05%7C01%7Ctebert%40ufl.edu%7C258ecdf67d1342e9785508daac47cdf3%7C0d4da0f84a314d76ace60a62331e1b84%7C0%7C0%7C638011721656997427%7CUnknown%7CTWFpbGZsb3d8eyJWIjoiMC4wLjAwMDAiLCJQIjoiV2luMzIiLCJBTiI6Ik1haWwiLCJXVCI6Mn0%3D%7C3000%7C%7C%7C&sdata=p%2BYrpIUZTD1msNJFsE34J1iLCt8yAPsCe334GKm%2BAtk%3D&reserved=0 and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
