Displaying 1 result from an estimated 1 matches for "pca_cov".
Did you mean:
cancov
2009 Nov 25
1
which to trust...princomp() or prcomp() or neither?
...-------------------------
Comp.1 Comp.2 Comp.3 Comp.4
82.890847 14.069560 6.424204 2.457837
Using my custom pca_svd() --- (my PCA method using native R svd() function):
-----------------------------------------------
$stdev
[1] 82.890847 14.069560 6.424204 2.457837
Using my custom pca_cov() --- (my PCA method using native R cov() and eigen() functions):
-----------------------------------------------
$sdev
[1] 83.732400 14.212402 6.489426 2.482790
You see the problem: my SVD method yields results numerically similar to
the princomp() method which supposedly uses the eigenvector...