[R] Signs of loadings from princomp on Windows
Tony Plate
tplate at blackmesacapital.com
Thu Sep 16 01:38:11 CEST 2004
You could investigate this yourself by looking at the code of princomp (try
getAnywhere("princomp.default")). I'd suggest making a file that in-lines
the body of princomp.default into the commands you had below. See if you
still get the difference. (I'd be surprised if you didn't). Then try
commenting out lines the second pass through the commands produces the same
results as the first. The very last thing you commented out might help to
answer your question "What would be causing the
difference?" (The fact that various people chimed in to say they could
reproduce the behavior that bothered you, but didn't bother dig deeper
suggests it didn't bother them that much, which further suggests that you
are the person most motivated by this and thus the best candidate for
investigating it further...)
-- Tony Plate
At Wednesday 05:07 PM 9/15/2004, Francisco Chamu wrote:
>I am sorry to insist, but we have three other people that were able to
>reproduce the behavior I mentioned. I have also installed R 1.9.1
>from the CRAN binaries on a different Windows machine and again I see
>the differents signs as mentioned before. What would be causing the
>difference?
>
>-Francisco
>
>
>On Tue, 14 Sep 2004 11:04:29 -0600, Tony Plate
><tplate at blackmesacapital.com> wrote:
> > FWIW, I see the same behavior as Francisco on my Windows machine (also an
> > installation of the windows binary without trying to install any special
> > BLAS libraries):
> >
> > > 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
> > > 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
> > >
> >
> > My machine is a dual-processor hp xw8000.
> >
> > I also get the same results with R 2.0.0 dev as in
> > > R.version
> > _
> > platform i386-pc-mingw32
> > arch i386
> > os mingw32
> > system i386, mingw32
> > status Under development (unstable)
> > major 2
> > minor 0.0
> > year 2004
> > month 09
> > day 13
> > language R
> > >
> >
> > -- Tony Plate
> >
> >
> >
> > At Tuesday 10:25 AM 9/14/2004, Prof Brian Ripley wrote:
> > >On Tue, 14 Sep 2004, Francisco Chamu wrote:
> > >
> > > > I have run this on both Windows 2000 and XP. All I did was install
> > > > the binaries from CRAN so I think I am using the standard Rblas.dll.
> > > >
> > > > To reproduce what I see you must run the code at the beginning of the
> > > > R session.
> > >
> > >We did, as you said `start a clean session'.
> > >
> > >I think to reproduce what you see we have to be using your account on your
> > >computer.
> > >
> > > > After the second run, all subsequent runs give the same
> > > > result as the second set.
> > > >
> > > > Thanks,
> > > > Francisco
> > > >
> > > >
> > > > On Tue, 14 Sep 2004 08:29:25 +0200, Uwe Ligges
> > > > <ligges at statistik.uni-dortmund.de> wrote:
> > > > > Prof Brian Ripley wrote:
> > > > > > I get the second set each time, on Windows, using the build
> from CRAN.
> > > > > > Which BLAS are you using?
> > > > >
> > > > >
> > > > > Works also well for me with a self compiled R-1.9.1 (both with
> standard
> > > > > Rblas as well as with the Rblas.dll for Athlon CPU from CRAN).
> > > > > Is this a NT-based version of Windows (NT, 2k, XP)?
> > > > >
> > > > > Uwe
> > > > >
> > > > >
> > > > >
> > > > >
> > > > > > 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
> > > > > >>
> > > > > >>______________________________________________
> > > > > >>R-help at stat.math.ethz.ch mailing list
> > > > > >>https://stat.ethz.ch/mailman/listinfo/r-help
> > > > > >>PLEASE do read the posting guide!
> > > http://www.R-project.org/posting-guide.html
> > > > > >>
> > > > > >>
> > > > > >
> > > > > >
> > > > >
> > > > >
> > > >
> > > >
> > >
> > >--
> > >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
> > >
> > >______________________________________________
> >
> >
> > >R-help at stat.math.ethz.ch mailing list
> > >https://stat.ethz.ch/mailman/listinfo/r-help
> > >PLEASE do read the posting guide!
> http://www.R-project.org/posting-guide.html
> >
> >
>
>______________________________________________
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