[R] Error in princomp?

Thomas Lumley tlumley at u.washington.edu
Fri Oct 4 02:01:49 CEST 2002

On Thu, 3 Oct 2002, [iso-8859-1] Peter Vikström wrote:

> Hello!
> 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?

No. The results are only defined up to a sign change.


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