From jerome at hivnet.ubc.ca  Fri Aug  8 03:46:46 2003
From: jerome at hivnet.ubc.ca (jerome@hivnet.ubc.ca)
Date: Fri Aug  8 02:46:24 2003
Subject: [Rd] covmat argument in princomp() (PR#3682)
Message-ID: <200308080046.h780kkJH015348@pubhealth.ku.dk>

R version: 1.7.1
OS: Red Hat Linux 7.2

When "covmat" is supplied in princomp(), the output value "center" is all 
NA's, even though the input matrix was indeed centered. I haven't read 
anything about this in the help file for princomp(). See code below for an 
example: pc2$center is all NA's.

Jerome Asselin

x <- rnorm(6)
y <- rnorm(6)
X <- cbind(x,y)
pc1 <- princomp(X)
pc1$scores %*% t(pc1$loadings)-X
pc1$center
pc2 <- princomp(X,covmat=cov(X)*5/6)
pc2$scores %*% t(pc2$loadings)-X
pc2$center  # All NA's (should be the same as pc1$center)

> x <- rnorm(6)
> y <- rnorm(6)
> X <- cbind(x,y)
> pc1 <- princomp(X)
> pc1$scores %*% t(pc1$loadings)-X

               x          y
  [1,] 0.1522791 -0.4205906
  [2,] 0.1522791 -0.4205906
  [3,] 0.1522791 -0.4205906
  [4,] 0.1522791 -0.4205906
  [5,] 0.1522791 -0.4205906
  [6,] 0.1522791 -0.4205906
> pc1$center
         x          y
-0.1522791  0.4205906
> pc2 <- princomp(X,covmat=cov(X)*5/6)
> pc2$scores %*% t(pc2$loadings)-X

               x          y
  [1,] 0.1522791 -0.4205906
  [2,] 0.1522791 -0.4205906
  [3,] 0.1522791 -0.4205906
  [4,] 0.1522791 -0.4205906
  [5,] 0.1522791 -0.4205906
  [6,] 0.1522791 -0.4205906
> pc2$center  # All NA's (should be the same as pc1$center)
[1] NA NA

-- 

Jerome Asselin (Jrme), Statistical Analyst
British Columbia Centre for Excellence in HIV/AIDS
St. Paul's Hospital, 608 - 1081 Burrard Street
Vancouver, British Columbia, CANADA V6Z 1Y6
Email: jerome@hivnet.ubc.ca
Phone: 604 806-9112   Fax: 604 806-9044


[Rd] covmat argument in princomp() (PR#3682)
jerome@hivnet.ubc.ca