jason

关于pca

# Load the base dataset attitude to work with.

data(attitude)

# Compute eigenvalues and eigenvectors of the correlation matrix.

pfa.eigen<-eigen(cor(attitude))

# Print and note that eigenvalues are those produced by SPSS.

# Also note that SPSS will extract 2 components as eigenvalues > 1 = 2

pfa.eigen$values

# set a value for the number of factors (for clarity)

factors<-2

# Extract and transform two components.

pfa.eigen$vectors [ , 1:factors ] 

 %*% 

diag ( sqrt (pfa.eigen$values [ 1:factors ] ),factors,factors )

#下面一行是构建一个对角矩阵factors个行factors个列

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