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Re: Principal component analysis [message #57323 is a reply to message #57151]

Wed, 05 December 2007 08:51

Haje Korth
Messages: 651
Registered: May 1997

Senior Member

yes, but the imsl routine had a finite third eigenvalue while PCOMP showed
this value as zero. That was difficult to understand. Vince came up with the
call that will produce the same result as pcomp:
IMSL_PRINC_COMP(CORRELATE(a)). Again, I am not quite sure I understand this.
Shouldn't the correlation analysis be part of the PCA?

"David Fanning" <news@dfanning.com> wrote in message
news:MPG.21c07edf91c4354298a12d@news.frii.com...
> Haje Korth writes:
>
>> thanks for validating this. I tend to just go with PCOMP since I don't
>> really know what the IMSL routine actually does. As I wrote in the
>> response
>> to David I just got thrown off by not being able to reconcile the output
>> from the different routines.
>
> It looks to me like passing the CORRELATE results
> to EIGENQL just scales the eigenvalues into -1 to 1. That
> would seem to be a sensible choice to me.
>
> Cheers,
>
> David
> --
> David Fanning, Ph.D.
> Fanning Software Consulting, Inc.
> Coyote's Guide to IDL Programming: http://www.dfanning.com/
> Sepore ma de ni thui. ("Perhaps thou speakest truth.")

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[Message index]

		Principal component analysis By: Haje Korth on Wed, 05 December 2007 06:00
		Re: Principal component analysis By: Haje Korth on Wed, 05 December 2007 09:02
		Re: Principal component analysis By: Haje Korth on Wed, 05 December 2007 08:51
		Re: Principal component analysis By: Vince Hradil on Wed, 05 December 2007 08:57

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