How to compare the output of PCA analysis?

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Andrea
Andrea 2014-6-4
评论： Walter Roberson 2020-5-28
Hello to everyone.
I have this problem: I run a PCA analysis using the princomp function on two 8x3 matrices. Then, in order to find out whether they behave similarly or not I would like to perform a comparison of such vectors.
I found two ways: the first was proposed by Krzanowski (1979) (see ikaros.teipir.gr/era/era2/fullpap/B26.doc on page 4), but the problem is that applying the equation 3 on page 4 I always, i.e. regardless of the input data, that the similarity factor (called Sim is always maximum, in my case 3: how can I use it then?) and the second by Yang and Shahabi (2004) that I still have to try.
What is your suggestion?
Thank you.

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回答（1 个）

James Cai
James Cai 2018-4-5
  2 个评论
Walter Roberson
Walter Roberson 2020-5-28
I disagree Jeremy Milne: it is a link to source code that implements the kind of similarity measure that the poster appears to have been asking for.

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