pc1: First Principal Component

In harrelfe/Hmisc: Harrell Miscellaneous

First Principal Component

Description

Given a numeric matrix which may or may not contain NAs, pc1 standardizes the columns to have mean 0 and variance 1 and computes the first principal component using prcomp. The proportion of variance explained by this component is printed, and so are the coefficients of the original (not scaled) variables. These coefficients may be applied to the raw data to obtain the first PC.

Usage

pc1(x, hi)

Arguments

x	numeric matrix
hi	if specified, the first PC is scaled so that its maximum value is hi and its minimum value is zero

Value

The vector of observations with the first PC. An attribute "coef" is attached to this vector. "coef" contains the raw-variable coefficients.

Author(s)

Frank Harrell

See Also

prcomp

Examples

set.seed(1)
x1 <- rnorm(100)
x2 <- x1 + rnorm(100)
w <- pc1(cbind(x1,x2))
attr(w,'coef')

harrelfe/Hmisc documentation built on Nov. 21, 2024, 3:47 p.m.