Displaying 20 results from an estimated 3000 matches similar to: "Comparison of % variance explained by each PC before AND after rotation"
2004 Feb 17
1
varimax rotation in R
Hi everyone-
I have used several methods to calculate principal components rotated using the varimax procedure. This is simple enough. But I would like to calculate the % of variance explained associated with each PC before and after rotation.
factanal returns the % of variance explained associated with each PC but I cannot seem to get it to change after rotation.
Many thanks for your
2006 May 25
1
PC rotation question
On p. 48 of "Statistics Complements" to the 3rd MASS edition,
http://www.stats.ox.ac.uk/pub/MASS3/VR3stat.pdf
I read that the orthogonal rotations of Z Lambda^-1 remain
uncorrelated, where Z is the PC and Lambda is the diag matrix of
singular values.
However, the example below that text is
> A <- loadings(ir.pca) %*% diag(ir.pca$sdev)
If ir.pca$sdev are the singular values,
2004 Nov 03
2
Princomp(), prcomp() and loadings()
In comparing the results of princomp and prcomp I find:
1. The reported standard deviations are similar but about 1% from
each other, which seems well above round-off error.
2. princomp returns what I understand are variances and cumulative
variances accounted for by each principal component which are
all equal. "SS loadings" is always 1.
3. Same happens
2009 Nov 09
4
prcomp - principal components in R
Hello, not understanding the output of prcomp, I reduce the number of
components and the output continues to show cumulative 100% of the
variance explained, which can't be the case dropping from 8 components
to 3.
How do i get the output in terms of the cumulative % of the total
variance, so when i go from total solution of 8 (8 variables in the data
set), to a reduced number of
2001 Sep 21
1
Request for Help: Rotation of PCA Solution or Eigenvectors
Dear R Helper,
I am writing because I seek to perform a varimax rotation
on my Principal Components Analysis (PCA) solution. (I have been
performing PCA's using the eigen command in R.) If you can tell me
how to perform this rotation when I use the eigen command (or the
princomp command) I would be thrilled.
Thanks so much!
Wendy Treynor
Ann Arbor, MI
USA
2011 Jan 26
1
Factor rotation (e.g., oblimin, varimax) and PCA
A bit of a newbee to R and factor rotation I am trying to understand
factor rotations and their implementation in R, particularly the
GPArotation library.
I have tried to reproduce some of the examples that I have found, e.g., I
have taken the values from Jacksons example in "Oblimin Rotation",
Encyclopedia of Biostatistics
2012 Oct 19
1
factor score from PCA
Hi everyone,
I am trying to get the factor score for each individual case from a principal component analysis, as I understand, both princomp() and prcomp() can not produce this factor score, the principal() in psych package has this option: scores=T, but after running the code, I could not figure out how to show the factor score results. Here is my code, could anyone give me some advice please?
2010 Jan 18
2
Rotating pca scores
Dear Folks
I need to rotate PCA loadings and scores using R.
I have run a pca using princomp and I have rotated PCA results with
varimax. Using varimax R gives me back just rotated PC loadings without
rotated PC scores.
Does anybody know how I can obtain/calculate rotated PC scores with R?
Your kindly help is appreciated in advance
Francesca
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2010 Nov 30
3
pca analysis: extract rotated scores?
Dear all
I'm unable to find an example of extracting the rotated scores of a
principal components analysis. I can do this easily for the un-rotated
version.
data(mtcars)
.PC <- princomp(~am+carb+cyl+disp+drat+gear+hp+mpg, cor=TRUE, data=mtcars)
unclass(loadings(.PC)) # component loadings
summary(.PC) # proportions of variance
mtcars$PC1 <- .PC$scores[,1] # extract un-rotated scores of
2000 Apr 26
1
Factor Rotation
How does one rotate the loadings from a principal component analysis?
Help on function prcomp() from package mva mentions rotation:
Arguments
retx a logical value indicating whether the rotated
variables should be returned.
Values
rotation the matrix of variable loadings (i.e., a matrix
whose olumns contain the eigenvectors). The
function princomp returns this in the element
2012 Jan 18
2
computing scores from a factor analysis
Haj
i try to perform a principal component analysis by using a tetrachoric
correlation matrix as data input
tetra <- tetrachoric (image_na, correct=TRUE)
t_matrix <- tetra$rho
pca.tetra <- principal(t_matrix, nfactors = 10, n.obs = nrow(image_na),
rotate="varimax", scores=TRUE)
the problem i have is to compute the individual factor scores from the pca.
the code runs perfect
2011 Mar 03
2
PCA - scores
I am running a PCA, but would like to rotate my data and limit the
number of factors that are analyzed. I can do this using the
"principal" command from the psych package [principal(my.data,
nfactors=3,rotate="varimax")], but the issue is that this does not
report scores for the Principal Components the way "princomp" does.
My question is:
Can you get an
2008 Sep 09
4
PCA and % variance explained
After doing a PCA using princomp, how do you view how much each component
contributes to variance in the dataset. I'm still quite new to the theory of
PCA - I have a little idea about eigenvectors and eigenvalues (these
determine the variance explained?). Are the eigenvalues related to loadings
in R?
Thanks,
Paul
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2009 Jan 13
1
PCA loadings differ vastly!
hi, I have two questions:
#first (SPSS vs. R):
I just compared the output of different PCA routines in R (pca, prcomp,
princomp) with results from SPSS. the loadings of the variables differ
vastly! in SPSS the variables load constantly higher than in R.
I made sure that both progr. use the correlation matrix as basis. I
found the same problem with rotated values (varimax rotation and rtex=T
2005 Jul 08
2
extract prop. of. var in pca
Dear R-helpers,
Using the package Lattice, I performed a PCA.
For example
pca.summary <- summary(pc.cr <- princomp(USArrests, cor = TRUE))
The Output of "pca.summary" looks as follows:
Importance of components:
Comp.1 Comp.2 Comp.3 Comp.4
Standard deviation 1.5748783 0.9948694 0.5971291 0.41644938
Proportion of Variance 0.6200604
2009 Oct 16
1
Frequencies, proportions & cumulative proportions
Dear R-Helpers,
I've looked high and low for a function that provides frequencies,
proportions and cumulative proportions side-by-side. Below is the table
I need. Is there a function that already does it?
Thanks,
Bob
> # Generate some test scores
> myValues <- c(70:95)
> Score <- ( sample( myValues, size=1000, replace=TRUE) )
> head(Score)
[1] 77 71 81 88 83 93
>
>
2009 Mar 31
3
Factor Analysis Output from R and SAS
Dear Users,
I ran factor analysis using R and SAS. However, I had different outputs from
R and SAS.
Why they provide different outputs? Especially, the factor loadings are
different.
I did real dataset(n=264), however, I had an extremely different from R and
SAS.
Why this things happened? Which software is correct on?
Thanks in advance,
- TY
#R code with example data
# A little
2005 Oct 13
2
varimax rotation difference between R and SPSS
Hi,
I am puzzeled with a differing result of princomp in R and FACTOR in
SPSS. Regarding the amount of explained Variance, the two results are
the same. However, the loadings differ substantially, in the unrotated
as well as in the rotated form.
In both cases correlation matrices are analyzed. The sums of the squared
components is one in both programs.
Maybe there is an obvious reason, but I
2011 Jun 30
2
sdev value returned by princomp function (used for PCA)
Dear all,
I have a question about the 'sdev' value returned by the princomp function (which does principal components analysis).
On the help page for princomp 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
2013 Aug 29
1
Resumen de R-help-es, Vol 54, Envío 22
Hola! No he podido consultar la doc. del paquete ade4, algo debe estar caído en CRAN ahora mismo.
Dos cosas sobre la metodología -aun desconociendo los detalles de cómo lo hace ade4:
El output de un PCA, los "pesos" de cada variable en las dimensiones de los componentes se interpretan como correlaciones, a mayor valor absoluto mayor asociación variable-componente. Ahora, como tales