componentAxis {nFactors} | R Documentation |
The componentAxis function return a principal component analysis with the first n components retained.
componentAxis(R, nFactors=2)
R |
numeric: correlation or covariance matrix |
nFactors |
numeric: number of components to retained |
values |
numeric: variance of each component retained |
varExplained |
numeric: variance explained by each component retained |
varExplained |
numeric: cumulative variance explained by each component retained |
loadings |
numeric: loadings of each variable on each component retained |
Gilles Raiche, Universite du Quebec a Montreal raiche.gilles@uqam.ca, http://www.er.uqam.ca/nobel/r17165/
principalComponents
,
iterativePrincipalAxis
,
rRecovery
# ....................................................... # Exemple from Kim and Mueller (1978, p. 10) # Simulated sample: lower diagnonal R <- matrix(c( 1.000, 0.560, 0.480, 0.224, 0.192, 0.16, 0.560, 1.000, 0.420, 0.196, 0.168, 0.14, 0.480, 0.420, 1.000, 0.168, 0.144, 0.12, 0.224, 0.196, 0.168, 1.000, 0.420, 0.35, 0.192, 0.168, 0.144, 0.420, 1.000, 0.30, 0.160, 0.140, 0.120, 0.350, 0.300, 1.00), nrow=6, byrow=TRUE) # Factor analysis: Selected principal components - Kim et Mueller (1978, p. 20) componentAxis(R, nFactors=2) # .......................................................