At 03:56 20/07/2011, Joshua Wiley wrote:
On Mon, Jul 18, 2011 at 10:48 AM, a.me...@yahoo.co.uk
a.me...@yahoo.co.uk wrote:
Ok thank you Josh.
Basically I have a matrix A with 7 rows and 18 columns.
If i j (where i is the number of rows in your matrix and j is the
number of columns), then the
Hi Armin,
Please copy the list on your emails. Providing your matrix A (or some
other reproducible example) would be useful to anyone who wanted to
help you. It is easy to do by copying the output from your console
from running:
dput(A)
This would at least let us try out your code on your
On Mon, Jul 18, 2011 at 10:48 AM, a.me...@yahoo.co.uk
a.me...@yahoo.co.uk wrote:
Ok thank you Josh.
Basically I have a matrix A with 7 rows and 18 columns.
If i j (where i is the number of rows in your matrix and j is the
number of columns), then the determinant of the covariance (or
Hi,
May I ask a question about a thread
https://stat.ethz.ch/pipermail/r-help/2005-March/068365.html?
I understand I need to use prcomp instead of princomp when i have less
units than variables.
However, when I use prcomp the scores is NULL. How can I overcome this?
Regards,
Armin
--
Kind
Hi,
You need to explain what you want to do. This is not a software
issue, you simply cannot create more uncorrelated variables than you
have observations.
Josh
On Mon, Jul 18, 2011 at 8:53 AM, a.me...@yahoo.co.uk
a.me...@yahoo.co.uk wrote:
Hi,
May I ask a question about a thread
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