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dmca
2007 Feb 13
1
Questions about results from PCAproj for robust principal component analysis
...started with a data matrix of dimensions RxC (R is the number of rows /
observations, C the number of columns / variables). PCAproj returns a list
of class princomp, similar to the output of the function princomp. In a
case where I can run princomp, I would get the following, from executing
dmpca = princomp(datamatrix) :
- the vector, sdev, of length C, contains the standard deviations of the
components in
order by descending value; the squares are the eigenvalues of the
covariance matrix
- the matrix, loadings, has dimension CxC, and the columns are the
eigenvectors of the
covarian...