Principal Component Coefficients in princomp
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Hi all, The first output of the princomp function is The Principal Component Coefficients(the normalized eigenvectors)and the second output is The Component Scores.I used this code:[_coefs,scores,variances,t2_] = princomp(sr); but the computed result of sr*coefs is not euqal to scores.Why? I am confused!How can I get the eigenvectors of the input matrix?
Thanks for all your kindly answering.
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Tom Lane
2012 年 2 月 7 日
The princomp function works on the centered data (variance/covariance matrix), so you need to remove the mean to reproduce the scores:
load hald
[a,b] = princomp(ingredients);
bsxfun(@minus,ingredients,mean(ingredients))*a
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