Re: [R] prcomp function

Dear Claudia, you are right. Thank you very much for your explanations. So in the non-centered case SDEV does not contain the square roots of the eigenvalues of the covariance/correlation matrix. In in the centered case it holds A´A=(n-1)*cov(A) (not n+1). Have a nice day. -- View this

[R] prcomp function

Hello, I have a short question about the prcomp function. First I cite the associated help page (help(prcomp)): Value: ... SDEV the standard deviations of the principal components (i.e., the square roots of the eigenvalues of the covariance/correlation matrix, though the calculation is actually