PCA: Principal component analysis
In yukai-yang/FE: Data Sets and Functions for the Course "Financial Econometrics"
Description
Usage
Arguments
Value
Author(s)
Description
Principal component analysis
Usage
1
PCA(mx, num = 1)
Arguments
mx
matrix of variables, rows are observations and columns are variables.
num
number of factors that you need.
Value
a list of the results.
factors
matrix of the factors found in PCA, rows are observations, columns are factors.
weights
weights that produce the factors from the variables.
explained
how much do the factors explain the variation of the variables, in percentage.
Author(s)
Yukai Yang, yukai.yang@statistik.uu.se
yukai-yang/FE documentation built on May 29, 2019, 12:19 p.m.
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Description Usage Arguments Value Author(s)
Description
Principal component analysis
Usage
1 | PCA(mx, num = 1)
|
Arguments
mx |
matrix of variables, rows are observations and columns are variables. |
num |
number of factors that you need. |
Value
a list of the results.
factors |
matrix of the factors found in PCA, rows are observations, columns are factors. |
weights |
weights that produce the factors from the variables. |
explained |
how much do the factors explain the variation of the variables, in percentage. |
Author(s)
Yukai Yang, yukai.yang@statistik.uu.se
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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