search for: scaledusarrests

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2011 Jun 30
2
sdev value returned by princomp function (used for PCA)
...p it says 'sdev' is 'the standard deviations of the principal components'. However, when I calculate the principal components for the USArrests data set, I don't find this to be the case: Here is how I calculated the principal components and got the 'sdev' values: > scaledUSArrests <- scale(USArrests) # standardise the variables to have variance 1 and mean 0 > myPCA <- princomp(scaledUSArrests) # do the PCA > myPCA$sdev Comp.1 Comp.2 Comp.3 Comp.4 1.5590500 0.9848705 0.5911277 0.4122639 As far as I understand, the principal components themselves ar...