[R] Reconstructing Datasets
Jari Oksanen
jarioksa at sun3.oulu.fi
Wed Mar 2 07:30:24 CET 2005
On Tue, 2005-03-01 at 20:30 +0000, Laura Quinn wrote:
> Hi,
>
> Is it possible to recreate "smoothed" data sets in R, by performing a PCA
> and then reconstructing a data set from say the first 2/3 EOFs?
>
> I've had a look in the help pages and don't seem to find anything
> relevant.
>
It's not in the R help, but in the books about PCA in help references.
This can be done, not quite directly. Most of the hassle comes from the
centring, and I guess in your case, from scaling of the results. I guess
it is best to first scale the results like PCA would do, then make the
low-rank approximation, and then de-scale:
x <- scale(x, scale = TRUE)
pc <- prcomp(x)
Full rank will be:
xfull <- pc$x %*% pc$rotation
The eigenvalues already are incorporated in pc$x, and you don't have to
care about them.
Then rank=3 approximation will be:
x3 <- pc$x[,1:3] %*% pc$rotation[,1:3]
Then you have to "de-scale":
x3 <- sweep(x3, 2, attr(x, "scaled:scale", "*")
x3 <- sweep(x3, 2, attr(x, "scaled:center", "+")
And here you are. I wouldn't call this a smoothing, though.
Library 'vegan' can do this automatically for PCA run with function
'rda', but there the scaling of raw results is non-conventional (though
"biplot").
cheers, jari oksanen
--
Jari Oksanen <jarioksa at sun3.oulu.fi>
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