Re: Manufactured dataset? Follow-question

[Maguin, Eugene]

I'm curious about the factor analysis step in the dataset construction.
My understanding (but maybe not correct) of the inner workings of a principle components analysis is that the correlation matrix is decomposed into its eigenvalues and eigenvectors. The eigenvalues are irrelevant for this problem, so forget them. The eigenvectors are orthogonal. So, wouldn't multiplying the cholesky decomposition of the correlation matrix by the eigenvector matrix yield the desired dataset? If so, then it looks as if everything needed is in matrix-end matrix.
Gene Maguin

-----Original Message-----
From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of David Marso
Sent: Friday, June 09, 2017 10:02 AM
To: [hidden email]
Subject: Re: Manufactured dataset?

Teensy demo:

FILE HANDLE fpFolder_With_ReadWriteRights /NAME='%userprofile%\Desktop' .
* Save current default folder, and change to one with R/W permission *.
PRESERVE.
CD fpFolder_With_ReadWriteRights .

DATA LIST FREE / a b c.
BEGIN DATA
5 6 5
END DATA.

DATASET NAME abc.
DATASET DECLARE Tabc.
MATRIX.
GET DATA /FILE * .
PRINT data.
SAVE T(data)/OUTFILE Tabc.
END MATRIX.





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[David Marso]

Maguin, Eugene wrote

I'm curious about the factor analysis step in the dataset construction.
My understanding (but maybe not correct) of the inner workings of a principle components analysis is that the correlation matrix is decomposed into its eigenvalues and eigenvectors. The eigenvalues are irrelevant for this problem, so forget them. The eigenvectors are orthogonal. So, wouldn't multiplying the cholesky decomposition of the correlation matrix by the eigenvector matrix yield the desired dataset? If so, then it looks as if everything needed is in matrix-end matrix.
Gene Maguin

-----Original Message-----
From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of David Marso
Sent: Friday, June 09, 2017 10:02 AM
To: [hidden email]
Subject: Re: Manufactured dataset?

Teensy demo:

FILE HANDLE fpFolder_With_ReadWriteRights /NAME='%userprofile%\Desktop' .
* Save current default folder, and change to one with R/W permission *.
PRESERVE.
CD fpFolder_With_ReadWriteRights .

DATA LIST FREE / a b c.
BEGIN DATA
5 6 5
END DATA.

DATASET NAME abc.
DATASET DECLARE Tabc.
MATRIX.
GET DATA /FILE * .
PRINT data.
SAVE T(data)/OUTFILE Tabc.
END MATRIX.





-----
Please reply to the list and not to my personal email.
Those desiring my consulting or training services please feel free to email me.
---
"Nolite dare sanctum canibus neque mittatis margaritas vestras ante porcos ne forte conculcent eas pedibus suis."
Cum es damnatorum possederunt porcos iens ut salire off sanguinum cliff in abyssum?"
--
View this message in context: http://spssx-discussion.1045642.n5.nabble.com/Manufactured-dataset-tp5734381p5734393.html
Sent from the SPSSX Discussion mailing list archive at Nabble.com.

=====================
To manage your subscription to SPSSX-L, send a message to [hidden email] (not to SPSSX-L), with no body text except the command. To leave the list, send the command SIGNOFF SPSSX-L For a list of commands to manage subscriptions, send the command INFO REFCARD

=====================
To manage your subscription to SPSSX-L, send a message to
[hidden email] (not to SPSSX-L), with no body text except the
command. To leave the list, send the command
SIGNOFF SPSSX-L
For a list of commands to manage subscriptions, send the command
INFO REFCARD

Yes except one may want to specify N and P and FACTOR is just a simple way to build the NxP orthonormal vectors.  Maybe just laziness on my part ;-