PCA: Principal component analysis

Description Usage Arguments Value Author(s)

View source: R/factor.R

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, [email protected]


yukai-yang/FE documentation built on Dec. 6, 2018, 7:13 p.m.