<Performing PCA on financial data and revealing the composition of each factor-representing portfolio.>
1 | PCAportfolios(selection, Center = T, Scale = F, ncomp = 6)
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selection |
A data.frame object. |
Center |
Logical, whether to center data to the mean or not, default is TRUE. |
Scale |
Logical, whether to standardize data or not, default is FALSE. |
ncomp |
Integer, number of principal components (or factors) to retain, default is 6. |
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