Question

I am to do as follows: I have a set of Vektors v1-vn For these, I need the covariance matrix (which I get while doing a pca). I also need the eigenvalues and eigenvectors of the covariance matrix. The eigenvalues I sort in descending order and then I sort the eigenvectors according to their corresponding eigenvalues. After that I multiply v1 with the first of the eigenvectors, v2 with the second and so on. I return the skalar which I get in this way.

Is there any simple way in R to see which eigenvalue corresponds to which eigenvector?

Était-ce utile?

La solution

Use the result of prcomp directly. It sorts the eigenvalues from biggest to smallest.

 p <- prcomp(USArrests, scale=T)

For appropriate values of i, the eigenvalue is p$sdev[i]^2, with eigenvector p$rotation[,i]

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