Hmisc (version 5.1-2)

pc1: First Principal Component

Description

Given a numeric matrix which may or may not contain NAs, pc1 standardizes the columns to have mean 0 and variance 1 and computes the first principal component using prcomp. The proportion of variance explained by this component is printed, and so are the coefficients of the original (not scaled) variables. These coefficients may be applied to the raw data to obtain the first PC.

Usage

pc1(x, hi)

Value

The vector of observations with the first PC. An attribute

"coef" is attached to this vector. "coef" contains the raw-variable coefficients.

Arguments

x

numeric matrix

hi

if specified, the first PC is scaled so that its maximum value is hi and its minimum value is zero

Author

Frank Harrell

See Also

Examples

Run this code
set.seed(1)
x1 <- rnorm(100)
x2 <- x1 + rnorm(100)
w <- pc1(cbind(x1,x2))
attr(w,'coef')

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