I was assuming you had the data in my earlier reply. You could also look at the
covmat= argument in princomp():
# Create some random data
> set.seed(42)
> dat <- mapply(rnorm, n=rep(100, 5), mean=(1:5)*5, sd=1:5)
# Construct covariance and correlation matrices
> dat.cov <- cov(dat)
> dat.cor <- cor(dat)
# Covariance matrix
> dat.cov.pca <- princomp(covmat=dat.cov)
> dat.cov.pca$loadings
Loadings:
Comp.1 Comp.2 Comp.3 Comp.4 Comp.5
[1,] 0.997
[2,] -0.994
[3,] 0.269 -0.958
[4,] -0.220 -0.941 -0.253
[5,] -0.973 0.200
Comp.1 Comp.2 Comp.3 Comp.4 Comp.5
SS loadings 1.0 1.0 1.0 1.0 1.0
Proportion Var 0.2 0.2 0.2 0.2 0.2
Cumulative Var 0.2 0.4 0.6 0.8 1.0
# Correlation matrix
> dat.cor.pca <- princomp(covmat=dat.cor)
> dat.cor.pca$loadings
Loadings:
Comp.1 Comp.2 Comp.3 Comp.4 Comp.5
[1,] -0.453 -0.486 0.234 0.619 0.348
[2,] 0.262 -0.193 0.851 -0.409
[3,] 0.279 0.691 0.313 0.374 0.455
[4,] -0.559 0.159 0.351 -0.629 0.377
[5,] -0.579 0.472 0.281 -0.602
Comp.1 Comp.2 Comp.3 Comp.4 Comp.5
SS loadings 1.0 1.0 1.0 1.0 1.0
Proportion Var 0.2 0.2 0.2 0.2 0.2
Cumulative Var 0.2 0.4 0.6 0.8 1.0
-------------------------------------
David L Carlson
Department of Anthropology
Texas A&M University
College Station, TX 77840-4352
-----Original Message-----
From: R-help [mailto:r-help-boun...@r-project.org] On Behalf Of Bert Gunter
Sent: Wednesday, November 9, 2016 10:58 AM
To: T.Riedle
Cc: R-help@r-project.org
Subject: Re: [R] prcomp() on correlation matrix
Well, it seems you can't -- prcomp() seems to want the data matrix.
But it would be trivial using svd() -- or possibly even eigen() -- if
you understand the underlying linear algebra.
Cheers,
Bert
Bert Gunter
"The trouble with having an open mind is that people keep coming along
and sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )
On Wed, Nov 9, 2016 at 4:45 AM, T.Riedle <tr...@kent.ac.uk> wrote:
> Dear R users,
>
> I am trying to do a Principal Components Analysis using the prcomp() function
> based on the correlation matrix. How can I determine to calculate PCA on a
> correlation or covariance matrix using prcomp()?
>
>
> Thanks in advance.
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
> 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.
______________________________________________
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
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.
______________________________________________
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
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.
