search for: pca_cov

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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...