[R] Error in princomp?

Peter Vikström peter.vikstrom at ekhist.umu.se
Thu Oct 3 22:19:48 CEST 2002


When using princomp() for principal components analysis, the resulting
loadings matrix differs between R and the output from other programs (S-plus
and SAS)
The difference is that the sign of some columns in the loadings matrix. The
absolute values, however, are the same.
This sign difference also exists when comparing the princomp() results with
the manually calculated eigen vectors using eigen().
Is this a bug in R?
I am using R ver 1.5.1

Thanks in advance,

Peter Vikström
Dept. of Economic History
Umeå University
SE-901 87  UMEÅ

E-mail: peter.vikstrom at ekhist.umu.se

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