[Gretl-users] PCA a question

Hi, I have a question concerning the calculation of the PCAs: I wonder where the constant factor comes from that distinguishes the R PCAs from gretl PCAs. <hansl> matrix Z = {sqrt(2),sqrt(3/2);-sqrt(0.5),0;-sqrt(0.5),-sqrt(3/2)} matrix Sig = mcov(Z) matrix F = princomp(Z,2,1) matrix V={} eval eigengen(Sig,&V) eval Z*V # the PCAs R computes with princomp (and which I expected) eval princomp(Z,2,1) # the PCAs gretl gives eval Z*V/sqrt(3/2) # factor? 3=dataset obs, 2=#of vars ? , seems like a standardization right? <hansl> Cheers Leon