ryszard.czerminski@pharma.novartis.com
2004-Jan-15 20:03 UTC
[Rd] prcomp(scale=T) actually works correctly (PR#6433)
Well - I apologize - my mistake.
R
Prof Brian Ripley <ripley@stats.ox.ac.uk>
01/15/2004 10:06 AM
To: Ryszard Czerminski/PH/Novartis@PH
cc: r-devel@stat.math.ethz.ch, <R-bugs@biostat.ku.dk>
Subject: Re: [Rd] prcomp(scale=T) actually works correctly
(PR#6433)
Why do you claim that your answer is the correct one? You have not scaled
the data as documented:
scale.: a logical value indicating whether the variables should be
scaled to have unit variance before the analysis takes place.
set.seed(123)
a <- matrix(rnorm(6), nrow = 3)
scale(a %*% svd(cov(a))$u, scale = F)[,1]
[1] 0.9915152 0.6985625 -1.6900777
prcomp(a, scale = F)$x[,1]
[1] -0.9915152 -0.6985625 1.6900777
A <- scale(a)
prcomp(a, scale = T)$x[,1]
[1] -0.9366834 -0.6872942 1.6239776
prcomp(A, scale = F)$x[,1]
[1] -0.9366834 -0.6872942 1.6239776
scale(A %*% svd(cov(A))$u, scale = F)[,1]
[1] 0.9366834 0.6872942 -1.6239776
Please do not waste our time: do read the posting guide and the section on
BUGS in the FAQ (especially the bits about being sure and about giving a
reproducible example).
On Thu, 15 Jan 2004 ryszard.czerminski@pharma.novartis.com wrote:
> Full_Name: Ryszard Czerminski
> Version: 1.8.1
> OS: GNU/Linux
> Submission from: (NULL) (205.181.102.120)
>
>
> prcomp(..., scale = TRUE) does not work correctly:
>
> $ uname -a
> Linux 2.4.20-28.9bigmem #1 SMP Thu Dec 18 13:27:33 EST 2003 i686 i686
i386> GNU/Linux
> $ gcc --version
> gcc (GCC) 3.2.2 20030222 (Red Hat Linux 3.2.2-5)
>
> > a <- matrix(rnorm(6), nrow = 3)
> > sum((scale(a %*% svd(cov(a))$u, scale = F)[,1] - (prcomp(a, scale >
F)$x)[,1])^2)
> [1] 2.465190e-31
> > sum((scale(a %*% svd(cov(a))$u, scale = T)[,1] - (prcomp(a, scale >
T)$x)[,1])^2)
> [1] 0.5493767
>
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>
--
Brian D. Ripley, ripley@stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595