R help - Sep 2004 - How to personalize principal components analysis

Hallo!
Does anybody know if it is possible to choose the function to be maximazed
in the principal components analysis?Thanks
Simone Vantini

On Mon, 13 Sep 2004, Simone Vantini wrote:
> Hallo!
> Does anybody know if it is possible to choose the function to be maximazed
> in the principal components analysis?Thanks
Principal components analysis is defined by a series of properties.  Two 
are

1) Maximize the variance of the projection onto a kD subspace

2) Minimize the sum of squares of the distances from points to their 
projections onto a kD subspace.

So the criteria are what defines PCA.  Please consult the references in 
e.g. ?princomp.

-- 
Brian D. Ripley,                  ripley at 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