10.2.1 Definition der Hauptkomponenten


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pdf("pcafirst.pdf",width=4.5,height=4.5)
x1=c(-5,-4,-3,-2,-0.5,1,1.5,2.5,4,5.5)
x2=c(-3.5,0.5,-3,-2,-0.5,-1.5,3.5,4,0.5,2)
x=cbind(x1,x2)
set.seed(124)
x.pc=princomp(x)
l1=-x.pc$loa[,1]

par(mar=c(4,4,2,2))
plot(x1,x2,xlab="x1", ylab="x2",cex.lab=1.2,xlim=c(-7,7),ylim=c(-7,7))
text(x1+0.5,x2,1:nrow(x))
c1=8;c2=8;arrows(-l1[1]*c1,-l1[2]*c2,l1[1]*c1,l1[2]*c2,length=0.20,angle=20)
t1=cbind(x.pc$sco[,1],rep(0,nrow(x)))
t1rot=t1%*%t(x.pc$loa)
points(t1rot,pch=3)
for (i in 1:nrow(x)){
segments(t1rot[i,1],t1rot[i,2],x[i,1],x[i,2],lty=2)
}
abline(h=0,lty=3)
abline(v=0,lty=3)
text(6,5,expression(u[1]),cex=1.4)
dev.off()