The principalComponents function returns a principal component analysis.
Other R functions give the same results, but principalComponents is customized mainly
for the other factor analysis functions available in the nfactors
package. In order to retain only a small number of components the componentAxis
function has to be used.
Usage
principalComponents(R)
Arguments
R
numeric: correlation or covariance matrix
Value
values
numeric: variance of each component
varExplained
numeric: variance explained by each component
varExplained
numeric: cumulative variance explained by each component
loadings
numeric: loadings of each variable on each component