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% File src/library/stats/man/princomp.Rd
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% File src/library/stats/man/princomp.Rd
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% Part of the R package, https://www.R-project.org
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% Part of the R package, https://www.R-project.org
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% Copyright 1995-2014 R Core Team
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% Copyright 1995-2018 R Core Team
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% Distributed under GPL 2 or later
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% Distributed under GPL 2 or later
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\name{princomp}
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\name{princomp}
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\alias{princomp}
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\alias{princomp}
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\alias{princomp.formula}
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\alias{princomp.formula}
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princomp(x, \dots)
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princomp(x, \dots)
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\method{princomp}{formula}(formula, data = NULL, subset, na.action, \dots)
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\method{princomp}{formula}(formula, data = NULL, subset, na.action, \dots)
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\method{princomp}{default}(x, cor = FALSE, scores = TRUE, covmat = NULL,
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\method{princomp}{default}(x, cor = FALSE, scores = TRUE, covmat = NULL,
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subset = rep_len(TRUE, nrow(as.matrix(x))), \dots)
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subset = rep_len(TRUE, nrow(as.matrix(x))), fix_sign = TRUE, \dots)
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\method{predict}{princomp}(object, newdata, \dots)
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\method{predict}{princomp}(object, newdata, \dots)
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}
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}
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\arguments{
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\arguments{
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\item{formula}{a formula with no response variable, referring only to
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\item{formula}{a formula with no response variable, referring only to
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\item{covmat}{a covariance matrix, or a covariance list as returned by
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\item{covmat}{a covariance matrix, or a covariance list as returned by
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\code{\link{cov.wt}} (and \code{\link[MASS:cov.rob]{cov.mve}} or
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\code{\link{cov.wt}} (and \code{\link[MASS:cov.rob]{cov.mve}} or
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\code{\link[MASS:cov.rob]{cov.mcd}} from package \CRANpkg{MASS}).
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\code{\link[MASS:cov.rob]{cov.mcd}} from package \CRANpkg{MASS}).
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If supplied, this is used rather than the covariance matrix of
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If supplied, this is used rather than the covariance matrix of
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\code{x}.}
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\code{x}.}
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\item{fix_sign}{Should the signs of the loadings and scores be chosen
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so that the first element of each loading is non-negative?}
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\item{\dots}{arguments passed to or from other methods. If \code{x} is
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\item{\dots}{arguments passed to or from other methods. If \code{x} is
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a formula one might specify \code{cor} or \code{scores}.}
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a formula one might specify \code{cor} or \code{scores}.}
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\item{object}{Object of class inheriting from \code{"princomp"}}
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\item{object}{Object of class inheriting from \code{"princomp"}.}
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\item{newdata}{An optional data frame or matrix in which to look for
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\item{newdata}{An optional data frame or matrix in which to look for
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variables with which to predict. If omitted, the scores are used.
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variables with which to predict. If omitted, the scores are used.
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If the original fit used a formula or a data frame or a matrix with
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If the original fit used a formula or a data frame or a matrix with
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column names, \code{newdata} must contain columns with the same
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column names, \code{newdata} must contain columns with the same
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names. Otherwise it must contain the same number of columns, to be
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names. Otherwise it must contain the same number of columns, to be
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variables. For Q-mode PCA use \code{\link{prcomp}}.
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variables. For Q-mode PCA use \code{\link{prcomp}}.
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}
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}
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\note{
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\note{
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The signs of the columns of the loadings and scores are arbitrary, and
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The signs of the columns of the loadings and scores are arbitrary, and
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so may differ between different programs for PCA, and even between
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so may differ between different programs for PCA, and even between
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different builds of \R.
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different builds of \R: \code{fix_sign = TRUE} alleviates that.
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}
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}
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\references{
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\references{
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Mardia, K. V., J. T. Kent and J. M. Bibby (1979).
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Mardia, K. V., J. T. Kent and J. M. Bibby (1979).
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\emph{Multivariate Analysis}, London: Academic Press.
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\emph{Multivariate Analysis}, London: Academic Press.
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## Similar, but different:
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## Similar, but different:
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## The standard deviations differ by a factor of sqrt(49/50)
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## The standard deviations differ by a factor of sqrt(49/50)
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summary(pc.cr <- princomp(USArrests, cor = TRUE))
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summary(pc.cr <- princomp(USArrests, cor = TRUE))
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loadings(pc.cr) # note that blank entries are small but not zero
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loadings(pc.cr) # note that blank entries are small but not zero
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## The signs of the columns are arbitrary
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## The signs of the columns of the loadings are arbitrary
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plot(pc.cr) # shows a screeplot.
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plot(pc.cr) # shows a screeplot.
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biplot(pc.cr)
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biplot(pc.cr)
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## Formula interface
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## Formula interface
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princomp(~ ., data = USArrests, cor = TRUE)
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princomp(~ ., data = USArrests, cor = TRUE)
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