On Mon, 15 Aug 2005, Dennis Shea wrote:
> [SNIP]>>
On Sat, 13 Aug 2005, Alan Zhao wrote:
> When I have more variables than units, say a 195*10896 matrix which has
> 10896 variables and 195 samples. prcomp will give only 195 principal
> components. I checked in the help, but t
> From: Dennis Shea
>
> [SNIP]>>
> >>>On Sat, 13 Aug 2005, Alan Zhao wrote:
> >>>
> When I have more variables than units, say a 195*10896
> matrix which has
> 10896 variables and 195 samples. prcomp will give only
> 195 principal
> components. I checked in the help, but there is no
You are wrong. No covariance matrix is computed. Please don't "speculate" --
read the Help file which clearly states:
"The calculation is done by a singular value decomposition of the (centered
and possibly scaled) data matrix, not by using eigen on the covariance
matrix. This is generally the pre
[SNIP]>>
>>>On Sat, 13 Aug 2005, Alan Zhao wrote:
>>>
When I have more variables than units, say a 195*10896 matrix which has
10896 variables and 195 samples. prcomp will give only 195 principal
components. I checked in the help, but there is no explanation that why
this happen.
[
IL PROTECTED]
> [mailto:[EMAIL PROTECTED] On Behalf Of Prof
> Brian Ripley
> Sent: Saturday, August 13, 2005 11:26 PM
> To: Alan Zhao
> Cc: r-help@stat.math.ethz.ch
> Subject: Re: [R] PCA problem in R
>
> On Sat, 13 Aug 2005, Alan Zhao wrote:
>
> > When I have more var
[EMAIL PROTECTED] wrote:
> Hi. I have two comments on this.
>
> Quoting Prof Brian Ripley <[EMAIL PROTECTED]>:
>
>
>>On Sat, 13 Aug 2005, Alan Zhao wrote:
>>
>>
>>>When I have more variables than units, say a 195*10896 matrix which has
>>>10896 variables and 195 samples. prcomp will give only 19
Hi. I have two comments on this.
Quoting Prof Brian Ripley <[EMAIL PROTECTED]>:
> On Sat, 13 Aug 2005, Alan Zhao wrote:
>
> > When I have more variables than units, say a 195*10896 matrix which has
> > 10896 variables and 195 samples. prcomp will give only 195 principal
> > components. I checked
On Sat, 13 Aug 2005, Alan Zhao wrote:
> When I have more variables than units, say a 195*10896 matrix which has
> 10896 variables and 195 samples. prcomp will give only 195 principal
> components. I checked in the help, but there is no explanation that why
> this happen.
There is not even a defin
Dear all:
When I have more variables than units, say a 195*10896 matrix which has
10896 variables and 195 samples. prcomp will give only 195 principal
components. I checked in the help, but there is no explanation that why
this happen. Can we get more than 195 PCs for this case? Thank you very
