https://github.com/cran/nFactors
Tip revision: b6fe861fe48f12c1b45d1e68f8508ee6503821ac authored by Gilles Raiche on 24 April 2007, 00:00:00 UTC
version 2.2
version 2.2
Tip revision: b6fe861
principalComponents.rd
\name{principalComponents}
\alias{principalComponents}
\title{ Principal Component Analysis }
\description{
The \emph{principalComponents} function return a principal component analysis.
Other R functions give the same results, but \emph{principalComponents} is mainly
customed for the other factor analysis functions available in the \emph{nfactors}
package. To retain only a small number of components the \emph{componentAxis}
function has to be used.
}
\usage{
principalComponents(R)
}
\arguments{
\item{R}{ numeric: correlation or covariance matrix}
}
\value{
\item{values}{ numeric: variance of each component }
\item{varExplained}{ numeric: variance explained by each component }
\item{varExplained}{ numeric: cumulative variance explained by each component }
\item{loadings}{ numeric: loadings of each variable on each component }
}
\seealso{
\code{\link{componentAxis}},
\code{\link{iterativePrincipalAxis}},
\code{\link{rRecovery}}
}
\author{
Gilles Raiche, Universite du Quebec a Montreal
\email{raiche.gilles@uqam.ca}, \url{http://www.er.uqam.ca/nobel/r17165/}
}
\examples{
# .......................................................
# Exemple from Kim and Mueller (1978, p. 10)
# Population: upper diagonal
# Simulated sample: lower diagnonal
R <- matrix(c( 1.000, .6008, .4984, .1920, .1959, .3466,
.5600, 1.000, .4749, .2196, .1912, .2979,
.4800, .4200, 1.000, .2079, .2010, .2445,
.2240, .1960, .1680, 1.000, .4334, .3197,
.1920, .1680, .1440, .4200, 1.000, .4207,
.1600, .1400, .1200, .3500, .3000, 1.000),
nrow=6, byrow=TRUE)
# Factor analysis: Principal components -
# Kim et Mueller (1978, p. 21)
# Replace upper diagonal by lower diagonal
RU <- diagReplace(R, upper=TRUE)
principalComponents(RU)
# Replace lower diagonal by upper diagonal
RL <- diagReplace(R, upper=FALSE)
principalComponents(RL)
# .......................................................
}
\keyword{ multivariate }