[R] principal component analysis

David J. Netherway david.netherway at adelaide.edu.au
Thu Mar 17 00:47:56 CET 2005


I have used "prcomp" and the variances for the first 3 PC's are 2.65, 
1.97 and 0.38.

When I plot the principal component values for each data point I can see 
that the points lie in a plane as one might expect from the variances.

But this plane is diagonal through the 3D space of the first 3 PC's.  My 
question is: is it usual to follow a PC analysis with an eigen analysis 
to align this plane with with 2 principal directions, or is there a way  
of incorporating this into "prcomp".

Thanks, David

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