Please provide a self-contained example with a post like this. I guess you
mean the output of the last line below? It looks those are just the
theoretical proportions if your data is perfectly orthogonal. I found those
values invariant to changing the distributional parameters of the variables,
but variant to including additional variables in the principal component
analysis.
v=rnorm(100,0,3)
x=rnorm(100,0,4)
y=rnorm(100,0,2)
y=y+x
x=x+v
z1=princomp(cbind(y,x))
summary(z1)
summary(z1)$loadings
z2=princomp(cbind(y,x,v))
summary(z2)
summary(z2)$loadings
Is that what you were asking for?
Best,
Daniel
-------------------------
cuncta stricte discussurus
-------------------------
-----Urspr?ngliche Nachricht-----
Von: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] Im
Auftrag von Wu, Hong-Sheng
Gesendet: Thursday, July 10, 2008 7:01 PM
An: r-help at r-project.org
Betreff: [R] princomp loading help
Dear all,
When I print out princomp's loading outputs, there is alwasy a section for
"SS loading", "Proportional Var" and "Cumulative
Var". Anybody can tell what
they are for? Or anyone can direct me to some reference to read about?
Any help will be highly appricated.
Hongsheng
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