You need to check your theory, and the dimensions of your data structures. Typically, data is (n x p) and your rotation matrix is (p x p) so pre-multiplying by coef1 fits like a round peg in a square hole. Post-multiplying has a better chance, but I have long forgotten whether you need to transpose the rotation matrix first.
- Peter D. > On 07 Oct 2016, at 20:24 , T.Riedle <tr...@kent.ac.uk> wrote: > > Dear R-users, > > I am trying to do a principal components analysis using the attached data. My > code looks as follows. I want to calculate the time series of the principal > components (PC) . To this end, I transform the coefficients and the data into > matrices and employ a matrix multiplication but it does not work. > > > > data<-equityfunds[,-1] > > PC<-prcomp(data) > > coef1<-PC$rotation > > data<-as.matrix(data) > > PC1<-coef1 %*% data > > > > This is the error message I get. > > Error in coef1 %*% data : non-conformable arguments > > > > So, what is wrong with my code? How do I multiply the coefficients with the > observations? > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Office: A 4.23 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
