[R] Signs of loadings from princomp on Windows
Prof Brian Ripley
ripley at stats.ox.ac.uk
Tue Sep 14 08:10:50 CEST 2004
I get the second set each time, on Windows, using the build from CRAN.
Which BLAS are you using?
On Tue, 14 Sep 2004, Francisco Chamu wrote:
> I start a clean session of R 1.9.1 on Windows and I run the following code:
>
> > library(MASS)
> > data(painters)
> > pca.painters <- princomp(painters[ ,1:4])
> > loadings(pca.painters)
>
> Loadings:
> Comp.1 Comp.2 Comp.3 Comp.4
> Composition 0.484 -0.376 0.784 -0.101
> Drawing 0.424 0.187 -0.280 -0.841
> Colour -0.381 -0.845 -0.211 -0.310
> Expression 0.664 -0.330 -0.513 0.432
>
> Comp.1 Comp.2 Comp.3 Comp.4
> SS loadings 1.00 1.00 1.00 1.00
> Proportion Var 0.25 0.25 0.25 0.25
> Cumulative Var 0.25 0.50 0.75 1.00
> >
>
> However, if I rerun the same analysis, the loadings of the first
> component have the opposite sign (see below), why is that? I have
> read the note
> in the princomp help that says
>
> "The signs of the columns of the loadings and scores are arbitrary,
> and so may differ between different programs for PCA, and even
> between different builds of R."
>
> However, I still would expect the same signs for two runs in the same session.
>
> > pca.painters <- princomp(painters[ ,1:4])
> > loadings(pca.painters)
>
> Loadings:
> Comp.1 Comp.2 Comp.3 Comp.4
> Composition -0.484 -0.376 0.784 -0.101
> Drawing -0.424 0.187 -0.280 -0.841
> Colour 0.381 -0.845 -0.211 -0.310
> Expression -0.664 -0.330 -0.513 0.432
>
> Comp.1 Comp.2 Comp.3 Comp.4
> SS loadings 1.00 1.00 1.00 1.00
> Proportion Var 0.25 0.25 0.25 0.25
> Cumulative Var 0.25 0.50 0.75 1.00
> >
> > R.version
> _
> platform i386-pc-mingw32
> arch i386
> os mingw32
> system i386, mingw32
> status
> major 1
> minor 9.1
> year 2004
> month 06
> day 21
> language R
> >
>
> BTW, I have tried the same in R 1.9.1 on Debian and I can't reproduce
> what I see
> on Windows. In fact all the runs give the same as the second run on Windows.
>
> -Francisco
>
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>
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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