Comparing svd and princomp in R
I want to get singular values of a matrix in R
to get the principal components, then make princomp(x) too to compare results
I know princomp() would give the principal components
Question开发者_运维技巧
How to get the principal components from $d, $u, and $v (solution of s = svd(x)
)?
One way or another, you should probably look into prcomp
, which calculates PCA using svd
instead of eigen
(as in princomp
). That way, if all you want is the PCA output, but calculated using svd
, you're golden.
Also, if you type stats:::prcomp.default
at the command line, you can see how it's using the output of svd
yourself.
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