[Gretl-devel] Bug in princomp() (?)

Hi, perhaps there's a bug in princomp in the case of reduced rank. See this illustration: <hansl> matrix A = { 0, 0, 0, 0; \ 0.0000 , 2.2790, -1.5619, -1.6955; \ 0.0000 , -1.5619 , 1.2914 , 1.6958 ; \ 0.0000 , -1.6955 , 1.6958 , 2.6103 } eval mcov(A) # OK eval mcorr(A) # OK (correct NAs) matrix v = {} eval eigensym(A, &v) # OK print v eval princomp(A, 1, 1) # try cov; only gives NAs eval princomp(A, 1) # fails </hansl> In my understanding a PC is basically just an eigenvector of the covariance (or correlation) matrix, so if eigensym(A) is able to calculate some eigenvectors for the non-zero eigenvalues, so should be princomp(), no? BTW, the error message for the last line is "syntax error", which is also wrong I think. Thanks, sven