https://github.com/cran/nFactors
Tip revision: 923d0cc1f43c36debbea1f1fb06e4de448065380 authored by Gilles Raiche on 31 August 2019, 09:11:55 UTC
version 2.3.3.1
version 2.3.3.1
Tip revision: 923d0cc
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)
}