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  • R语言-主成分分析

    > #########主成分分析与因子分析
    > setwd("/Users/yaozhilin/Downloads/R_edu/data")
    > pt<-read.csv("profile_telecom.csv")
    > head(pt,5)
           ID cnt_call cnt_msg cnt_wei cnt_web
    1 1964627       46      90      36      31
    2 3107769       53       2       0       2
    3 3686296       28      24       5       8
    4 3961002        9       2       0       4
    5 4174839      145       2       0       1
    > library(psych)
    > #用fa.parallel()确定主成分个数
    > fa.parallel(pt,fa="pc",n.iter = 100)

    > #用principal()进行主成分分析:nfactors =表示主成分个数,rotate = "varimax"旋转方法
    > Pc_pt<-principal(pt[,-1],nfactors = 3,rotate = "varimax",scores = T)
    > Pc_pt
    Principal Components Analysis
    Call: principal(r = pt[, -1], nfactors = 3, rotate = "varimax", scores = T)
    Standardized loadings (pattern matrix) based upon correlation matrix
              RC1  RC3  RC2 h2      u2 com
    cnt_call 0.06 0.02 1.00  1 6.5e-08 1.0
    cnt_msg  0.33 0.94 0.02  1 3.7e-04 1.2
    cnt_wei  0.98 0.19 0.06  1 1.9e-03 1.1
    cnt_web  0.88 0.48 0.06  1 3.1e-03 1.6
    
                           RC1  RC3  RC2
    SS loadings           1.84 1.15 1.00
    Proportion Var        0.46 0.29 0.25
    Cumulative Var        0.46 0.75 1.00
    Proportion Explained  0.46 0.29 0.25
    Cumulative Proportion 0.46 0.75 1.00
    
    Mean item complexity =  1.2
    Test of the hypothesis that 3 components are sufficient.
    
    The root mean square of the residuals (RMSR) is  0 
     with the empirical chi square  0.01  with prob <  NA 
    
    Fit based upon off diagonal values = 1
    > ptpc<-cbind(pt,Pc_pt$scores)
    > head(ptpc)
           ID cnt_call cnt_msg cnt_wei cnt_web        RC1        RC3        RC2
    1 1964627       46      90      36      31  0.1952344  3.8712835 -0.3726676
    2 3107769       53       2       0       2 -0.4219981 -0.6793516 -0.1552081
    3 3686296       28      24       5       8 -0.4194772  0.5202526 -0.5541321
    4 3961002        9       2       0       4 -0.2943034 -0.6714705 -0.8283602
    5 4174839      145       2       0       1 -0.5535192 -0.6802487  1.2451860
    6 5068087      186       4       3       1 -0.5413228 -0.6159420  1.8639601
    
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  • 原文地址:https://www.cnblogs.com/ye20190812/p/13893955.html
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