See the varclus function in the Hmisc package. Frank
Axel Urbiz wrote: > > Hi All, > > I'd like to build a package for the community that replicates the output > produced by SAS "proc varclus". According to the SAS documentation, the > first few steps are: > > 1. Find the first two principal components. > 2. Perform an orthoblique rotation (quartimax rotation) on eigenvectors. > 3. Assign each variable to the rotated component with which it has the > higher > squared correlation. > The cartoon example below attempt to do this, but I found my results > differ > from SAS in "pc3" (i.e, the standardize component scores). > > I'd appreciate your help in whether you see anything wrong in "pc2" or > "pc3"? > > set.seed(1) > x1=rnorm(200); x2=0.9*x1; x3=0.7*x1; x4=x1*x1; x5=x1*x1*x1; > x6=rnorm(200); x7=0.9*x6; x8=0.7*x6; x9=x6*x6; x10=x6*x6*x6; > x <- cbind(x1,x2,x3,x4,x5,x6,x7,x8,x9,x10) > > require(GPArotation) > pc1 <- princomp(x, cor = TRUE, scores = TRUE) > pc2 <- quartimax(pc1$loadings[,1:2],normalize=TRUE)$loadings > pc3 <- scale(x%*% pc2) > pc4 <- apply(x, 2, function(x) cor(x, pc3)^2) > > Thanks in advance for any help! > > Axel. > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ----- Frank Harrell Department of Biostatistics, Vanderbilt University -- View this message in context: http://r.789695.n4.nabble.com/Orthoblique-rotation-on-eigenvectors-SAS-VARCLUS-tp3438695p3440064.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
