Re: [Gretl-users] pca command versus eigengen function (Henrique Andrade)
Am 24.08.2017 um 09:28 schrieb Ioannis Venetis:
Eigenvector = mreverse( Eigenvector ' ) '
and you get the same results as pca. Unlike ''eigengen'', with
''eigensym'' eigenvalues are returned in ascending order. So you need to
reverse the ordering (and the columns of the corresponding eigenvectors).
Notice this remark from the eigengen doc: "The eigenvalues are not
guaranteed to be sorted in any particular order." So in general a trick
like mreverse is not guaranteed to work to map the eigensym results to
eigengen ones.
(The reason is that eigengen can produce complex eigenvalues with no
obvious natural ordering metric.)
cheers,
sven