https://github.com/cran/nFactors
Tip revision: 592b098fc786911733da1c1953e58c9d1c2e9517 authored by Gilles Raiche on 10 April 2010, 00:00:00 UTC
version 2.3.3
version 2.3.3
Tip revision: 592b098
principalComponents.r
"principalComponents" <-
function(R) {
nVar <- dim(R)[2]
acp <- eigen(R)
values <- acp$values
vectors <- acp$vectors # Normed vecteurs to 1
varExplained <- round((values/nVar)*100, 2)
cumVarExplained <- round(cumsum(varExplained), 2)
loadings <- vectors %*% diag(values^0.5) # F1 * diag(E)
acp <- list(values = values,
varExplained = varExplained,
cumVarExplained = cumVarExplained,
vectors = vectors,
loadings = loadings)
return(acp)
}