Automatic Variable Reduction Using Principal Component Analysis

PCA done by eigenvalue decomposition of a data correlation matrix, here it automatically determines the number of factors by eigenvalue greater than 1 and it gives the uncorrelated variables based on the rotated component scores, Such that in each principal component variable which has the high variance are selected. It will be useful for non-statisticians in selection of variables. For more information, see the <> web page.


Reference manual

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0.3 by Navinkumar Nedunchezhian, 4 years ago

Browse source code at

Authors: Navinkumar Nedunchezhian

Documentation:   PDF Manual  

GPL-2 license

Imports psych, plyr

Suggests knitr

See at CRAN