Principal Component Analysis (Princomp)

2013 1 22
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I am using the function princomp and I obtain different results(i.e. SCORES) when I am using Matlab 2009b and Matlab 2012b. Does anyone know why this difference?Thank you in advance.

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Tom Lane
Tom Lane 2013-1-24

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Are there just some columns whose signs differ between the two SCORES matrices? That can happen as a result of a change in svd or some other MATLAB matrix computation, and it should not affect your results. For example, the first component is the linear subspace of maximum variance, but you can represent that line by a vector pointing in either direction from the origin.

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Thanos
Thanos
2013-1-22

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