Displaying 1 result from an estimated 1 matches for "loadings_pca1".
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loadings_pca2
2009 Jan 14
1
Adressing list-elements
...rownames(analyse)<-analyse[,1]
analyse<-analyse[,-1]
require(tseries)
require(fSeries)
st_rendite<-apply(apply(analyse,2,log),2,diff)*100
pca<-princomp(st_rendite)
summary(pca)
summary(pca)$loadings
screeplot(pca,type="l",main="Screeplot der Prinzipalkomponenten")
loadings_pca1<--summary(pca)$loadings[1:6]
loadings_pca2<--summary(pca)$loadings[7:12]
loadings_pca3<--summary(pca)$loadings[13:18]
loadings_pca4<--summary(pca)$loadings[19:24]
loadings_pca5<--summary(pca)$loadings[25:30]
loadings_pca6<--summary(pca)$loadings[31:36]
loadmatrix<-as.matrix(cbi...