pcaFlip: Flip the signs on eigen vectors so that PC1 is positive.
In gtog/dMisc: A Collection of Helper Functions for Doing Financial Data Analysis
Description
Usage
Arguments
Value
Description
This function ensures that PC1 is always positive. Sometimes, the rotation
matrix form PCA returns a set of eigen vectors where PC1 is mostly negative
signs. That's usually undesirable for most financial applications. This
function just flips things around so they are more sensible from a finance
perspective.
Usage
1
pcaFlip(x)
Arguments
x
a matrix of eigen vectors.
Value
a matrix containing flipped eigen vectors.
gtog/dMisc documentation built on May 17, 2019, 8:57 a.m.
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Description Usage Arguments Value
Description
This function ensures that PC1 is always positive. Sometimes, the rotation matrix form PCA returns a set of eigen vectors where PC1 is mostly negative signs. That's usually undesirable for most financial applications. This function just flips things around so they are more sensible from a finance perspective.
Usage
1 | pcaFlip(x)
|
Arguments
x |
a matrix of eigen vectors. |
Value
a matrix containing flipped eigen vectors.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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