It may depend on which decomposition method you are using, princomp uses
eigen whereas prcomp use svd. What does Statistica use?
-----Original Message-----
From: Williams, Allyson
Sent: Tuesday, 3 September 2002 10:20 AM
To: r-help at stat.math.ethz.ch
Subject:
Hello,
I'm doing a pca analysis and get unrotated PCA results (using
"pca").
I then used "varimax" to rotate the PCs,
vload <- varimax(cproj,normalize=TRUE,eps=1e-5) #cproj is the
"loadings" from "pca"
and calculate the score coefficients with:
coef <- solve(correlation matrix of original data) %*% (vload$loadings)
Then calculate the scores with:
scores <- (standardised original data) %*% coef
My problem: I am not producing correct rotated results. (as shown by a
comparison of my rotated scores from those produced by the software
"Statistica").
The unrotated loadings and scores are correct.
What have I done wrong with "varimax"?
Many thanks.
Regards,
Allyson Williams
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