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I came across PCA analysis, and noticed the different values returned by different functions in R. The intention of this question is to disambiguate the output of each. I didn't find a satisfactory answer as to why these functions return different values. The functions compared are: stats::princomp(), stats::prcomp(), psych::principal(), and FactoMineR::PCA(). Data set was scaled and centered for sake of comparison and all set to return 4 components, however only the first two PCs are shown here for brevity.

Below is a code of a MWE to set up the case. Please feel free to report any other function in R that you might see it helpful to compare its output here in one place, I hope. 

princompPCA <- princomp(USArrests, cor = TRUE)
prcompPCA <- prcomp(USArrests,scale.=TRUE)
principalPCA <- principal(USArrests, nfactors=4 , scores=TRUE, rotate = "none",scale=TRUE) 
library(FactoMineR)
fmrPCA <- PCA(USArrests, ncp=4, graph=FALSE) # vars scaled data
# now the first two PCs from each package into one data frame
dfComp <- cbind.data.frame(princompPCA$scores[,1:2],prcompPCA$x[,1:2],principalPCA$scores[,1:2],fmrPCA$ind$coord[,1:2])
names(dfComp) <- c("princompDim1","princompDim2","prcompDim1","prcompDim2","principalDim1","principalDim2","fmrDim1","fmrDim2")
head(dfComp)

Output:

           princompDim1 princompDim2 prcompDim1 prcompDim2 principalDim1 principalDim2    fmrDim1    fmrDim2
Alabama      -0.9855659    1.1333924 -0.9756604  1.1220012    0.61951483    -1.1277874  0.9855659 -1.1333924
Alaska       -1.9501378    1.0732133 -1.9305379  1.0624269    1.22583308    -1.0679059  1.9501378 -1.0732133
Arizona      -1.7631635   -0.7459568 -1.7454429 -0.7384595    1.10830334     0.7422678  1.7631635  0.7459568
Arkansas      0.1414203    1.1197968  0.1399989  1.1085423   -0.08889509    -1.1142591 -0.1414203 -1.1197968
California   -2.5239801   -1.5429340 -2.4986128 -1.5274267    1.58654347     1.5353037  2.5239801  1.5429340
Colorado     -1.5145629   -0.9875551 -1.4993407 -0.9776297    0.95203595     0.9826713  1.5145629  0.9875551

I noticed that output of stats::princomp() is exactly the same as FactoMineR::PCA() except for the inverted signs. Any idea why the signs are mirrored? Both outputs of these two functions are drawing near to the stats::prcomp() but that may be due to floating point issues, a minor issue. But psych::principal() is relatively different than others. Could it be due to rotation differences between the mentioned functions? So any explanation for these differences would be much appreciated.

Community
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doctorate
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2 Answers2

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The outcome of the PCA are vectors along an axis. The numbers with the sign inverted are simply the vectors pointing in the other direction along the same axis. So, the results you get are the same.

Other differences could be due a different way of calculating the principal components, i.e. using eigenvectors of a correlation matrix or using singular vector decomposition. But I'm just speculating here.

Paul Hiemstra
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    can you pleas show this difference in R code lines using the same `USArrests` dataset to accept your answer? – doctorate Nov 19 '13 at 11:21
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I was looking for the same info and found this link helpful:

https://groups.google.com/forum/#!topic/factominer-users/BRN8jRm-_EM

FactoMiner outputs PCA coordinates not loadings which confused me for a while....

ncw
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  • yes, thanks for the link, but the question is about `scores` and not `variables`. The link you provided is talking about the discrepancy of output for variables which is also enlightening. – doctorate Nov 20 '13 at 16:15