On 17.11.2012 00:41, nmend wrote:> Hi there,
>
> I was wondering if anyone could explain how you should set tol in the
prcomp
> function.
>
> Using help(prcomp) explains it as "a value indicating the magnitude
below
> which components should be omitted. (Components are omitted if their
> standard deviations are less than or equal to tol times the standard
> deviation of the first component.) With the default null setting, no
> components are omitted."
>
> If anyone could give me some more information that would be greatly
> appreciated.
>
> Also, I am new to this site and tried searching but couldn't find
anything
> specifically relating to tol.
Please read a textbook on PCA before you apply PCA: Typically PCA is
used for dimension reduction. And it is your decision which components
are not too important so you can exclude them. tol contraols that part
as you described it yourself above.
You can keep the default and decide afterwards, of course.
Best,
Uwe Ligges
>
> Thank you.
>
>
>
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