[COEFF,SCORE] = princomp(X); Why is SCORE != X * COEFF ???

Hi All,

I'm using PCA.

[COEFF,SCORE] = princomp(X);

My understanding of the help is that the COEFF matrix can be used to transform the inputs stand alone. However I am finding that

SCORE != X * COEFF

Any ideas?

Answer 1

[Peter Perkins]

Hi Stewart -

You forgot to center the data first: "princomp centers X by subtracting off column means".

Hope this helps.

[Stewart Charles]

Many thanks. You are right. I need to also adjust for the constant in the transform!