Anne S Jacobson
2006-Apr-26 23:22 UTC
[R] Sign of loadings and scores from PCA in cross validation
Hi, The help file on princomp says that 'The signs of the columns of the loadings and scores are arbitrary, and so may differ between differnt programs for PCA, and even between different builds of R'. Does anyone know 1. Whether this applys to all functions like svd, eigen ... etc? 2. During a leave-one-out cross step, I notice the loadings also change sige when a different observation is held out. This causes the sign change of principal component score of the held-out observation. Since I use the same version of R, same procedure, and same program, to make the leave-one-out PC scores consistent, does that mean I have the take the absolute value of these scores before analyzing them? Thanks in advance for any help! Anne [[alternative HTML version deleted]]