Revision b6fe861fe48f12c1b45d1e68f8508ee6503821ac authored by Gilles Raiche on 24 April 2007, 00:00:00 UTC, committed by Gabor Csardi on 24 April 2007, 00:00:00 UTC
1 parent 4e9967d
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)
}
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