Principal Component Analysis based on the correlation matrix

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Description

corpca is an auxiliary function that performs principal components analysis on a dataset. It returns an object x which contains the loadings, the scores and the singular values of the K first principal components. It handles missing values in a dataset and actually computes the eigen elements of the n x n covariance matrix, where n is the number of individuals.

Usage

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corpca(data, K)

Arguments

data

a data matrix or a data frame.

K

an integer specifying the number of principal components that are retained.

Examples

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x <- NULL