What do you mean by 'lenght'? It is part of the definition that the
coefficient vector has Euclidean length one: a principal component is
a projection. See for example MASS p.302.
I don't see anything that has length 1 in the R sense.
On Wed, 16 Jun 2010, Atte Tenkanen wrote:
> Hi,
>
> I would like to know whether there is some deeper rationale behind
> or is it just an established practice that the lenghts of principal
> components, giving for example by prcomp-function, are normalised to
> 1?
>
> Best regards,
>
> Atte Tenkanen
> University of Turku, Finland
> Department of Musicology
> +35823335278
> http://users.utu.fi/attenka/
>
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--
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)
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