Dear all,
I have a matrix of size N x M. I purchase a PCA analysis through prcomp
function. Then I keep the H eigenvectors which explain 90% of the total
variance and interpolate each vectors of the matrix H x M, to obtain a
new matrix of size H x K (K > M). My question is : from this last matrix
(H x K), how to (re)construct a matrix of size N x K which have the same
units of the inital matrix (N x M).
Regards
--
Cordialement
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Emmanuel Poizot
Cnam/Intechmer
B.P. 324
50103 Cherbourg Cedex
Phone (Direct) : (00 33)(0)233887342
Fax : (00 33)(0)233887339
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