Poizot Emmanuel
2006-Nov-14 07:40 UTC
[R] reconstruction of data after PCA and interpolation
Dear all, I have a matrix of size N x M. I purchase a PCA analysis through prcomp function. Then I keep the H eigenvectors which explain 90% of the total variance and interpolate each vectors of the matrix H x M, to obtain a new matrix of size H x K (K > M). My question is : from this last matrix (H x K), how to (re)construct a matrix of size N x K which have the same units of the inital matrix (N x M). Regards -- Cordialement ------------------------------------------------ Emmanuel Poizot Cnam/Intechmer B.P. 324 50103 Cherbourg Cedex Phone (Direct) : (00 33)(0)233887342 Fax : (00 33)(0)233887339 ------------------------------------------------