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7 Methods to Calculate Principal Components,

Loadings, Proportion of Total Variance and Correlation


YIK LUN, KEI
allen29@ucla.edu

Data
download.file("http://www.openintro.org/stat/data/mlb11.RData", destfile = "mlb11.RData")
load("mlb11.RData")
data<-mlb11
x<-as.data.frame(data[,-c(1,2)])
standardize<-function(x){ #standardize
for (i in 1:dim(x)[2]){x[,i] = (x[,i] - mean(x[,i]))/sd(x[,i])}
return(x)
}
X<-as.data.frame(standardize(x)) # x variables

7 Methods
#method 1: princomp
fit <- princomp(X)
#plot(fit,type="lines") # scree plot
PC1<-fit$scores # the principal components
#biplot(fit)
#method 2: by hand
Sx= var(X)
EP= eigen(Sx)
V= EP$vectors
PC2= as.matrix(X) %*% as.matrix(V)
#method 3: prcomp
pca <- prcomp(X,center = TRUE,scale. = TRUE)
PC3<-predict(pca)
#biplot(pca)
#method 4: preProcess
require(caret)
trans = preProcess(X, method=c("BoxCox", "center", "scale", "pca"))
PC4 = predict(trans,X)
#method 5: PCA
library(FactoMineR)
PC5 = PCA(X, graph = FALSE)
#method 6: dudi.pca

library(ade4)
PC6= dudi.pca(X,nf=5,scannf = FALSE)# nf = 5, choosing 5 axises
#method 7:
library(amap)
PC7 = acp(X)

Proportion of Total Variance


summary(fit) #PC1
##
##
##
##
##
##
##
##
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##
##
##
##

Importance of components:
Comp.1
Comp.2
Comp.3
Comp.4
Standard deviation
2.4533123 1.1667611 0.98263663 0.83746021
Proportion of Variance 0.6226284 0.1408274 0.09988704 0.07255237
Cumulative Proportion 0.6226284 0.7634558 0.86334283 0.93589520
Comp.5
Comp.6
Comp.7
Comp.8
Standard deviation
0.57061512 0.44862616 0.280293676 0.117883321
Proportion of Variance 0.03368293 0.02082056 0.008127367 0.001437567
Cumulative Proportion 0.96957812 0.99039869 0.998526053 0.999963620
Comp.9
Comp.10
Standard deviation
1.632448e-02 9.229527e-03
Proportion of Variance 2.756778e-05 8.812155e-06
Cumulative Proportion 9.999912e-01 1.000000e+00

cumsum(EP$values)/sum(EP$values) #PC2
##
##

[1] 0.6226284 0.7634558 0.8633428 0.9358952 0.9695781 0.9903987 0.9985261


[8] 0.9999636 0.9999912 1.0000000

summary(pca) #PC3
##
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##

Importance of components:
PC1
PC2
PC3
PC4
PC5
PC6
Standard deviation
2.4953 1.1867 0.99944 0.85178 0.58037 0.45630
Proportion of Variance 0.6226 0.1408 0.09989 0.07255 0.03368 0.02082
Cumulative Proportion 0.6226 0.7635 0.86334 0.93590 0.96958 0.99040
PC7
PC8
PC9
PC10
Standard deviation
0.28509 0.11990 0.01660 0.009387
Proportion of Variance 0.00813 0.00144 0.00003 0.000010
Cumulative Proportion 0.99853 0.99996 0.99999 1.000000

trans$thresh;trans$numComp #PC5
## [1] 0.95
## [1] 5

PC5$eig #PC5

##
##
##
##
##
##
##
##
##
##
##
##
##
##
##
##
##
##
##
##
##
##

comp
comp
comp
comp
comp
comp
comp
comp
comp
comp
comp
comp
comp
comp
comp
comp
comp
comp
comp
comp

eigenvalue percentage of variance


6.226284e+00
6.226284e+01
1.408274e+00
1.408274e+01
9.988704e-01
9.988704e+00
7.255237e-01
7.255237e+00
3.368293e-01
3.368293e+00
2.082056e-01
2.082056e+00
8.127367e-02
8.127367e-01
1.437567e-02
1.437567e-01
2.756778e-04
2.756778e-03
8.812155e-05
8.812155e-04
cumulative percentage of variance
1
62.26284
2
76.34558
3
86.33428
4
93.58952
5
96.95781
6
99.03987
7
99.85261
8
99.99636
9
99.99912
10
100.00000
1
2
3
4
5
6
7
8
9
10

cumsum(PC6$eig)/sum(PC6$eig) #PC6

##
##

[1] 0.6226284 0.7634558 0.8633428 0.9358952 0.9695781 0.9903987 0.9985261


[8] 0.9999636 0.9999912 1.0000000

cumsum((PC7$sdev)^2)/sum((PC7$sdev)^2) #PC7
##
Comp 1
Comp 2
Comp 3
Comp 4
Comp 5
Comp 6
Comp 7
## 0.6226284 0.7634558 0.8633428 0.9358952 0.9695781 0.9903987 0.9985261
##
Comp 8
Comp 9
Comp 10
## 0.9999636 0.9999912 1.0000000

Loadings or Coefficents for Principal Components


loadings(fit) #PC1
##
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##

Loadings:
at_bats
hits
homeruns
bat_avg

Comp.1 Comp.2 Comp.3 Comp.4 Comp.5 Comp.6 Comp.7 Comp.8


-0.295 0.402
0.347 0.454 0.577 -0.228
-0.371 0.291
-0.143
0.321 0.246
-0.294 -0.463
0.229 0.516 -0.316
0.516
-0.373 0.244
-0.300
0.436 0.359
3

##
##
##
##
##
##
##
##
##
##
##
##
##
##
##
##
##
##
##
##
##
##
##
##
##
##

strikeouts
stolen_bases
wins
new_onbase
new_slug
new_obs

0.236 -0.339

0.764 -0.390 0.266 0.134


0.102
-0.230 -0.554
-0.450
0.641 0.143
-0.373
-0.100
-0.486
-0.729 0.121
-0.383 -0.182
0.152
-0.209 0.268 -0.599
-0.390 -0.142
0.104 -0.106 -0.170
-0.392
Comp.9 Comp.10
-0.174
0.751 -0.136
-0.988

at_bats
hits
homeruns
bat_avg
-0.610 0.118
strikeouts
stolen_bases
wins
new_onbase
-0.253
new_slug
-0.118 -0.551
new_obs
0.137 0.774

Comp.1 Comp.2 Comp.3 Comp.4 Comp.5 Comp.6 Comp.7 Comp.8


1.0
1.0
1.0
1.0
1.0
1.0
1.0
1.0
0.1
0.1
0.1
0.1
0.1
0.1
0.1
0.1
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
Comp.9 Comp.10
SS loadings
1.0
1.0
Proportion Var
0.1
0.1
Cumulative Var
0.9
1.0
SS loadings
Proportion Var
Cumulative Var

V #PC2
##
[,1]
[,2]
[,3]
## [1,] -0.29499739 0.40205854 0.01037913
## [2,] -0.37149120 0.29060945 0.01958451
## [3,] -0.29406713 -0.46318186 -0.08100407
## [4,] -0.37311087 0.24360510 0.02256086
## [5,] 0.23608518 -0.33905212 0.01157092
## [6,] 0.04967206 -0.06417825 0.98765792
## [7,] -0.23029559 -0.55355308 -0.05513527
## [8,] -0.37274655 -0.03095347 0.10024947
## [9,] -0.38309949 -0.18247888 0.02922631
## [10,] -0.39030608 -0.14234234 0.05377717
##
[,6]
[,7]
[,8]
## [1,] -0.57671564 -0.22788291 -0.09375066
## [2,] -0.07673645 0.32068706 0.24561821
## [3,] 0.31599811 -0.08489788 0.51643165
## [4,] 0.07305511 0.43648966 0.35882832
## [5,] -0.26593904 0.13410065 0.06783546
## [6,] -0.02062634 0.05425371 0.05793649
## [7,] -0.64102649 0.14253901 0.02975243
## [8,] 0.04296281 -0.72927196 0.12082245
## [9,] 0.20864279 0.26830924 -0.59854731
## [10,] 0.16993274 -0.04926512 -0.39207482

[,4]
[,5]
-0.34703828 0.45400372
-0.07314901 -0.14343023
-0.22908257 0.51579804
0.01948053 -0.30003776
-0.76395677 -0.39009478
0.02854284 0.10199311
0.45033777 -0.05062566
0.01541813 -0.48593128
-0.15186608 0.06941918
-0.10394989 -0.10559536
[,9]
[,10]
-0.1735275891 0.0350747659
0.7508552672 -0.1356217682
0.0111105212 -0.0033827976
-0.6099044391 0.1180348869
-0.0073750529 0.0026613582
0.0015816794 -0.0005780246
0.0005908096 0.0042514217
-0.0357775051 -0.2532262039
-0.1181856049 -0.5508641929
0.1367207586 0.7738426571

pca$rotation #PC3

##
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##
##
##
##
##
##
##
##
##
##
##
##
##
##

PC1
PC2
-0.29499739 0.40205854
-0.37149120 0.29060945
-0.29406713 -0.46318186
-0.37311087 0.24360510
0.23608518 -0.33905212
0.04967206 -0.06417825
-0.23029559 -0.55355308
-0.37274655 -0.03095347
-0.38309949 -0.18247888
-0.39030608 -0.14234234
PC6
PC7
at_bats
0.57671564 0.22788291
hits
0.07673645 -0.32068706
homeruns
-0.31599811 0.08489788
bat_avg
-0.07305511 -0.43648966
strikeouts
0.26593904 -0.13410065
stolen_bases 0.02062634 -0.05425371
wins
0.64102649 -0.14253901
new_onbase
-0.04296281 0.72927196
new_slug
-0.20864279 -0.26830924
new_obs
-0.16993274 0.04926512
PC10
at_bats
-0.0350747659
hits
0.1356217682
homeruns
0.0033827976
bat_avg
-0.1180348869
strikeouts
-0.0026613582
stolen_bases 0.0005780246
wins
-0.0042514217
new_onbase
0.2532262039
new_slug
0.5508641929
new_obs
-0.7738426571
at_bats
hits
homeruns
bat_avg
strikeouts
stolen_bases
wins
new_onbase
new_slug
new_obs

PC3
-0.01037913
-0.01958451
0.08100407
-0.02256086
-0.01157092
-0.98765792
0.05513527
-0.10024947
-0.02922631
-0.05377717
PC8
0.09375066
-0.24561821
-0.51643165
-0.35882832
-0.06783546
-0.05793649
-0.02975243
-0.12082245
0.59854731
0.39207482

PC4
PC5
-0.34703828 -0.45400372
-0.07314901 0.14343023
-0.22908257 -0.51579804
0.01948053 0.30003776
-0.76395677 0.39009478
0.02854284 -0.10199311
0.45033777 0.05062566
0.01541813 0.48593128
-0.15186608 -0.06941918
-0.10394989 0.10559536
PC9
-0.1735275891
0.7508552672
0.0111105212
-0.6099044391
-0.0073750529
0.0015816794
0.0005908096
-0.0357775051
-0.1181856049
0.1367207586

PC3
-0.01037913
-0.01958451
0.08100407
-0.02256086
-0.01157092
-0.98765792
0.05513527
-0.10024947
-0.02922631
-0.05377717

PC4
-0.34703828
-0.07314901
-0.22908257
0.01948053
-0.76395677
0.02854284
0.45033777
0.01541813
-0.15186608
-0.10394989

trans$rotation #PC4

##
##
##
##
##
##
##
##
##
##
##

at_bats
hits
homeruns
bat_avg
strikeouts
stolen_bases
wins
new_onbase
new_slug
new_obs

PC1
-0.29499739
-0.37149120
-0.29406713
-0.37311087
0.23608518
0.04967206
-0.23029559
-0.37274655
-0.38309949
-0.39030608

PC2
0.40205854
0.29060945
-0.46318186
0.24360510
-0.33905212
-0.06417825
-0.55355308
-0.03095347
-0.18247888
-0.14234234

PC5
-0.45400372
0.14343023
-0.51579804
0.30003776
0.39009478
-0.10199311
0.05062566
0.48593128
-0.06941918
0.10559536

sweep(PC5$var$coord,2,sqrt(PC5$eig[1:ncol(PC5$var$coord),1]),FUN="/") #PC5

##
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##
##

Dim.1
Dim.2
Dim.3
Dim.4
Dim.5
at_bats
0.29499739 -0.40205854 0.01037913 0.34703828 -0.45400372
hits
0.37149120 -0.29060945 0.01958451 0.07314901 0.14343023
homeruns
0.29406713 0.46318186 -0.08100407 0.22908257 -0.51579804
bat_avg
0.37311087 -0.24360510 0.02256086 -0.01948053 0.30003776
strikeouts
-0.23608518 0.33905212 0.01157092 0.76395677 0.39009478
stolen_bases -0.04967206 0.06417825 0.98765792 -0.02854284 -0.10199311
wins
0.23029559 0.55355308 -0.05513527 -0.45033777 0.05062566
new_onbase
0.37274655 0.03095347 0.10024947 -0.01541813 0.48593128
new_slug
0.38309949 0.18247888 0.02922631 0.15186608 -0.06941918
new_obs
0.39030608 0.14234234 0.05377717 0.10394989 0.10559536

PC6$c1 #PC6
##
##
##
##
##
##
##
##
##
##
##

at_bats
hits
homeruns
bat_avg
strikeouts
stolen_bases
wins
new_onbase
new_slug
new_obs

CS1
-0.29499739
-0.37149120
-0.29406713
-0.37311087
0.23608518
0.04967206
-0.23029559
-0.37274655
-0.38309949
-0.39030608

CS2
CS3
CS4
CS5
0.40205854 0.01037913 0.34703828 0.45400372
0.29060945 0.01958451 0.07314901 -0.14343023
-0.46318186 -0.08100407 0.22908257 0.51579804
0.24360510 0.02256086 -0.01948053 -0.30003776
-0.33905212 0.01157092 0.76395677 -0.39009478
-0.06417825 0.98765792 -0.02854284 0.10199311
-0.55355308 -0.05513527 -0.45033777 -0.05062566
-0.03095347 0.10024947 -0.01541813 -0.48593128
-0.18247888 0.02922631 0.15186608 0.06941918
-0.14234234 0.05377717 0.10394989 -0.10559536

PC7$loadings #PC7
##
##
##
##
##
##
##
##
##
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##

Comp 1
Comp 2
at_bats
0.29499739 -0.40205854
hits
0.37149120 -0.29060945
homeruns
0.29406713 0.46318186
bat_avg
0.37311087 -0.24360510
strikeouts
-0.23608518 0.33905212
stolen_bases -0.04967206 0.06417825
wins
0.23029559 0.55355308
new_onbase
0.37274655 0.03095347
new_slug
0.38309949 0.18247888
new_obs
0.39030608 0.14234234
Comp 6
Comp 7
at_bats
-0.57671564 0.22788291
hits
-0.07673645 -0.32068706
homeruns
0.31599811 0.08489788
bat_avg
0.07305511 -0.43648966
strikeouts
-0.26593904 -0.13410065
stolen_bases -0.02062634 -0.05425371
wins
-0.64102649 -0.14253901
new_onbase
0.04296281 0.72927196
new_slug
0.20864279 -0.26830924
new_obs
0.16993274 0.04926512
Comp 10
at_bats
0.0350747659
hits
-0.1356217682

Comp 3
-0.01037913
-0.01958451
0.08100407
-0.02256086
-0.01157092
-0.98765792
0.05513527
-0.10024947
-0.02922631
-0.05377717
Comp 8
0.09375066
-0.24561821
-0.51643165
-0.35882832
-0.06783546
-0.05793649
-0.02975243
-0.12082245
0.59854731
0.39207482

Comp 4
Comp 5
0.34703828 -0.45400372
0.07314901 0.14343023
0.22908257 -0.51579804
-0.01948053 0.30003776
0.76395677 0.39009478
-0.02854284 -0.10199311
-0.45033777 0.05062566
-0.01541813 0.48593128
0.15186608 -0.06941918
0.10394989 0.10559536
Comp 9
-0.1735275891
0.7508552672
0.0111105212
-0.6099044391
-0.0073750529
0.0015816794
0.0005908096
-0.0357775051
-0.1181856049
0.1367207586

##
##
##
##
##
##
##
##

homeruns
bat_avg
strikeouts
stolen_bases
wins
new_onbase
new_slug
new_obs

-0.0033827976
0.1180348869
0.0026613582
-0.0005780246
0.0042514217
-0.2532262039
-0.5508641929
0.7738426571

Correlation between Variables and Principal Components


cor(X,fit$score[,1:5]) #PC1
##
##
##
##
##
##
##
##
##
##
##

at_bats
hits
homeruns
bat_avg
strikeouts
stolen_bases
wins
new_onbase
new_slug
new_obs

Comp.1
-0.7360929
-0.9269643
-0.7337717
-0.9310057
0.5890921
0.1239443
-0.5746456
-0.9300967
-0.9559299
-0.9739121

Comp.2
0.47712574
0.34486831
-0.54966122
0.28908791
-0.40235558
-0.07616078
-0.65690540
-0.03673270
-0.21654899
-0.16891867

Comp.3
-0.01037326
-0.01957345
0.08095831
-0.02254811
-0.01156439
-0.98709994
0.05510413
-0.10019283
-0.02920979
-0.05374679

Comp.4
0.29559916
0.06230663
0.19512722
-0.01659306
0.65072066
-0.02431213
-0.38358727
-0.01313281
0.12935601
0.08854211

Comp.5
0.26349011
-0.08324259
0.29935368
-0.17413290
-0.22639928
0.05919374
-0.02938161
-0.28201991
0.04028881
-0.06128437

cor(X,PC2[,1:5]) #PC2
##
##
##
##
##
##
##
##
##
##
##

at_bats
hits
homeruns
bat_avg
strikeouts
stolen_bases
wins
new_onbase
new_slug
new_obs

[,1]
-0.7360929
-0.9269643
-0.7337717
-0.9310057
0.5890921
0.1239443
-0.5746456
-0.9300967
-0.9559299
-0.9739121

[,2]
[,3]
[,4]
[,5]
0.47712574 0.01037326 -0.29559916 0.26349011
0.34486831 0.01957345 -0.06230663 -0.08324259
-0.54966122 -0.08095831 -0.19512722 0.29935368
0.28908791 0.02254811 0.01659306 -0.17413290
-0.40235558 0.01156439 -0.65072066 -0.22639928
-0.07616078 0.98709994 0.02431213 0.05919374
-0.65690540 -0.05510413 0.38358727 -0.02938161
-0.03673270 0.10019283 0.01313281 -0.28201991
-0.21654899 0.02920979 -0.12935601 0.04028881
-0.16891867 0.05374679 -0.08854211 -0.06128437

cor(X,PC3[,1:5]) #PC3
##
##
##
##
##
##
##
##

at_bats
hits
homeruns
bat_avg
strikeouts
stolen_bases
wins

PC1
-0.7360929
-0.9269643
-0.7337717
-0.9310057
0.5890921
0.1239443
-0.5746456

PC2
0.47712574
0.34486831
-0.54966122
0.28908791
-0.40235558
-0.07616078
-0.65690540

PC3
-0.01037326
-0.01957345
0.08095831
-0.02254811
-0.01156439
-0.98709994
0.05510413

PC4
PC5
-0.29559916 -0.26349011
-0.06230663 0.08324259
-0.19512722 -0.29935368
0.01659306 0.17413290
-0.65072066 0.22639928
0.02431213 -0.05919374
0.38358727 0.02938161

## new_onbase
## new_slug
## new_obs

-0.9300967 -0.03673270 -0.10019283 0.01313281 0.28201991


-0.9559299 -0.21654899 -0.02920979 -0.12935601 -0.04028881
-0.9739121 -0.16891867 -0.05374679 -0.08854211 0.06128437

cor(X,PC4[,1:5]) #PC4
##
##
##
##
##
##
##
##
##
##
##

at_bats
hits
homeruns
bat_avg
strikeouts
stolen_bases
wins
new_onbase
new_slug
new_obs

PC1
-0.7360929
-0.9269643
-0.7337717
-0.9310057
0.5890921
0.1239443
-0.5746456
-0.9300967
-0.9559299
-0.9739121

PC2
0.47712574
0.34486831
-0.54966122
0.28908791
-0.40235558
-0.07616078
-0.65690540
-0.03673270
-0.21654899
-0.16891867

PC3
-0.01037326
-0.01957345
0.08095831
-0.02254811
-0.01156439
-0.98709994
0.05510413
-0.10019283
-0.02920979
-0.05374679

PC4
-0.29559916
-0.06230663
-0.19512722
0.01659306
-0.65072066
0.02431213
0.38358727
0.01313281
-0.12935601
-0.08854211

PC5
-0.26349011
0.08324259
-0.29935368
0.17413290
0.22639928
-0.05919374
0.02938161
0.28201991
-0.04028881
0.06128437

cor(X,PC5$ind$coord) #PC5
##
##
##
##
##
##
##
##
##
##
##

Dim.1
Dim.2
Dim.3
Dim.4
Dim.5
at_bats
0.7360929 -0.47712574 0.01037326 0.29559916 -0.26349011
hits
0.9269643 -0.34486831 0.01957345 0.06230663 0.08324259
homeruns
0.7337717 0.54966122 -0.08095831 0.19512722 -0.29935368
bat_avg
0.9310057 -0.28908791 0.02254811 -0.01659306 0.17413290
strikeouts
-0.5890921 0.40235558 0.01156439 0.65072066 0.22639928
stolen_bases -0.1239443 0.07616078 0.98709994 -0.02431213 -0.05919374
wins
0.5746456 0.65690540 -0.05510413 -0.38358727 0.02938161
new_onbase
0.9300967 0.03673270 0.10019283 -0.01313281 0.28201991
new_slug
0.9559299 0.21654899 0.02920979 0.12935601 -0.04028881
new_obs
0.9739121 0.16891867 0.05374679 0.08854211 0.06128437

PC6$co #PC6
##
##
##
##
##
##
##
##
##
##
##

at_bats
hits
homeruns
bat_avg
strikeouts
stolen_bases
wins
new_onbase
new_slug
new_obs

Comp1
-0.7360929
-0.9269643
-0.7337717
-0.9310057
0.5890921
0.1239443
-0.5746456
-0.9300967
-0.9559299
-0.9739121

Comp2
Comp3
Comp4
Comp5
0.47712574 0.01037326 0.29559916 0.26349011
0.34486831 0.01957345 0.06230663 -0.08324259
-0.54966122 -0.08095831 0.19512722 0.29935368
0.28908791 0.02254811 -0.01659306 -0.17413290
-0.40235558 0.01156439 0.65072066 -0.22639928
-0.07616078 0.98709994 -0.02431213 0.05919374
-0.65690540 -0.05510413 -0.38358727 -0.02938161
-0.03673270 0.10019283 -0.01313281 -0.28201991
-0.21654899 0.02920979 0.12935601 0.04028881
-0.16891867 0.05374679 0.08854211 -0.06128437

cor(X,PC7$scores[,1:5]) #PC7
##
## at_bats
## hits

Comp 1
Comp 2
Comp 3
0.7360929 -0.47712574 -0.01037326
0.9269643 -0.34486831 -0.01957345
8

Comp 4
Comp 5
0.29559916 -0.26349011
0.06230663 0.08324259

##
##
##
##
##
##
##
##

homeruns
0.7337717 0.54966122 0.08095831 0.19512722 -0.29935368
bat_avg
0.9310057 -0.28908791 -0.02254811 -0.01659306 0.17413290
strikeouts
-0.5890921 0.40235558 -0.01156439 0.65072066 0.22639928
stolen_bases -0.1239443 0.07616078 -0.98709994 -0.02431213 -0.05919374
wins
0.5746456 0.65690540 0.05510413 -0.38358727 0.02938161
new_onbase
0.9300967 0.03673270 -0.10019283 -0.01313281 0.28201991
new_slug
0.9559299 0.21654899 -0.02920979 0.12935601 -0.04028881
new_obs
0.9739121 0.16891867 -0.05374679 0.08854211 0.06128437

Principal Components
head(PC1[,1:5]) #PC1
##
##
##
##
##
##
##

[1,]
[2,]
[3,]
[4,]
[5,]
[6,]

Comp.1
Comp.2
Comp.3
Comp.4
Comp.5
-5.4476748 0.2770170 -1.30739222 -0.59849117 0.7160239
-5.4095075 0.3300863 -0.09825248 1.13778384 -0.1309888
-3.4021701 -0.1467298 1.77728943 0.11227186 -1.2643369
-2.3158625 2.5650104 -1.73040482 0.06803066 0.1718947
-3.0875053 0.4428484 1.51815690 -1.12663221 -0.7979689
-0.8592596 1.7008277 -0.94574015 -0.26857952 -0.7622205

head(PC2[,1:5]) #PC2
##
##
##
##
##
##
##

[1,]
[2,]
[3,]
[4,]
[5,]
[6,]

[,1]
[,2]
[,3]
[,4]
[,5]
-5.4476748 0.2770170 1.30739222 0.59849117 0.7160239
-5.4095075 0.3300863 0.09825248 -1.13778384 -0.1309888
-3.4021701 -0.1467298 -1.77728943 -0.11227186 -1.2643369
-2.3158625 2.5650104 1.73040482 -0.06803066 0.1718947
-3.0875053 0.4428484 -1.51815690 1.12663221 -0.7979689
-0.8592596 1.7008277 0.94574015 0.26857952 -0.7622205

head(PC3[,1:5]) #PC3
##
##
##
##
##
##
##

[1,]
[2,]
[3,]
[4,]
[5,]
[6,]

PC1
PC2
PC3
PC4
PC5
-5.4476748 0.2770170 -1.30739222 0.59849117 -0.7160239
-5.4095075 0.3300863 -0.09825248 -1.13778384 0.1309888
-3.4021701 -0.1467298 1.77728943 -0.11227186 1.2643369
-2.3158625 2.5650104 -1.73040482 -0.06803066 -0.1718947
-3.0875053 0.4428484 1.51815690 1.12663221 0.7979689
-0.8592596 1.7008277 -0.94574015 0.26857952 0.7622205

head(PC4) #PC4
##
##
##
##
##
##
##

1
2
3
4
5
6

PC1
PC2
PC3
PC4
PC5
-5.4476748 0.2770170 -1.30739222 0.59849117 -0.7160239
-5.4095075 0.3300863 -0.09825248 -1.13778384 0.1309888
-3.4021701 -0.1467298 1.77728943 -0.11227186 1.2643369
-2.3158625 2.5650104 -1.73040482 -0.06803066 -0.1718947
-3.0875053 0.4428484 1.51815690 1.12663221 0.7979689
-0.8592596 1.7008277 -0.94574015 0.26857952 0.7622205
9

head(PC5$ind$coord) #PC5
##
##
##
##
##
##
##

1
2
3
4
5
6

Dim.1
5.5408041
5.5019844
3.4603310
2.3554528
3.1402870
0.8739488

Dim.2
Dim.3
Dim.4
Dim.5
-0.2817527 1.32974242 -0.60872253 -0.7282645
-0.3357292 0.09993213 1.15723454 0.1332280
0.1492381 -1.80767265 0.11419118 1.2859510
-2.6088599 1.75998654 0.06919366 -0.1748333
-0.4504190 -1.54411018 -1.14589228 0.8116103
-1.7299037 0.96190782 -0.27317096 0.7752509

head(PC6$li) #PC6
##
##
##
##
##
##
##

1
2
3
4
5
6

Axis1
Axis2
Axis3
Axis4
-5.5408041 0.2817527 1.32974242 -0.60872253
-5.5019844 0.3357292 0.09993213 1.15723454
-3.4603310 -0.1492381 -1.80767265 0.11419118
-2.3554528 2.6088599 1.75998654 0.06919366
-3.1402870 0.4504190 -1.54411018 -1.14589228
-0.8739488 1.7299037 0.96190782 -0.27317096

Axis5
0.7282645
-0.1332280
-1.2859510
0.1748333
-0.8116103
-0.7752509

head(PC7$scores[,1:5]) #PC7
##
##
##
##
##
##
##

[1,]
[2,]
[3,]
[4,]
[5,]
[6,]

Comp 1
5.4476748
5.4095075
3.4021701
2.3158625
3.0875053
0.8592596

Comp 2
-0.2770170
-0.3300863
0.1467298
-2.5650104
-0.4428484
-1.7008277

Comp 3
Comp 4
Comp 5
-1.30739222 -0.59849117 -0.7160239
-0.09825248 1.13778384 0.1309888
1.77728943 0.11227186 1.2643369
-1.73040482 0.06803066 -0.1718947
1.51815690 -1.12663221 0.7979689
-0.94574015 -0.26857952 0.7622205

Conclusion
Since the correlation and loadings between principal components and original variables can be very different
by using above 7 methods, principal components and their movements should be carefully explained in terms
of original variables.

10

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