[R] How to personalize principal components analysis

Prof Brian Ripley
Mon, 13 Sep 2004 06:23:56 -0000

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)
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