I am working with a dataset of 10000 data points and 100 variables in R. Unfortunately the variables I have do not describe the data in a good way. I carried out a PCA analysis using prcomp()
and the first 3 PCs seem to account for a most of the variability of the data. As far as I understand, a principal component is a combination of different variables; therefore it has a certain value corresponding to each data point and can be considered as a new variable. Would I be able to add these principal components as 3 new variables to my data? I would need them for further analysis.
A reproducible dataset:
set.seed(144)
x <- data.frame(matrix(rnorm(2^10*12), ncol=12))
y <- prcomp(formula = ~., data=x, center = TRUE, scale = TRUE, na.action = na.omit)
PC scores are stored in the element x of prcomp()
result.
str(y)
List of 6
$ sdev : num [1:12] 1.08 1.06 1.05 1.04 1.03 ...
$ rotation: num [1:12, 1:12] -0.0175 -0.1312 0.3284 -0.4134 0.2341 ...
..- attr(*, "dimnames")=List of 2
.. ..$ : chr [1:12] "X1" "X2" "X3" "X4" ...
.. ..$ : chr [1:12] "PC1" "PC2" "PC3" "PC4" ...
$ center : Named num [1:12] 0.02741 -0.01692 -0.03228 -0.03303 0.00122 ...
..- attr(*, "names")= chr [1:12] "X1" "X2" "X3" "X4" ...
$ scale : Named num [1:12] 0.998 1.057 1.019 1.007 0.993 ...
..- attr(*, "names")= chr [1:12] "X1" "X2" "X3" "X4" ...
$ x : num [1:1024, 1:12] 1.023 -1.213 0.167 -0.118 -0.186 ...
..- attr(*, "dimnames")=List of 2
.. ..$ : chr [1:1024] "1" "2" "3" "4" ...
.. ..$ : chr [1:12] "PC1" "PC2" "PC3" "PC4" ...
$ call : language prcomp(formula = ~., data = x, na.action = na.omit, center = TRUE, scale = TRUE)
- attr(*, "class")= chr "prcomp"
You can get them with y$x
and then chose those columns you need.
x.new<-cbind(x,y$x[,1:3])
str(x.new)
'data.frame': 1024 obs. of 15 variables:
$ X1 : num 1.14 2.38 0.684 1.785 0.313 ...
$ X2 : num -0.689 0.446 -0.72 -3.511 0.36 ...
$ X3 : num 0.722 0.816 0.295 -0.48 0.566 ...
$ X4 : num 1.629 0.738 0.85 1.057 0.116 ...
$ X5 : num -0.737 -0.827 0.65 -0.496 -1.045 ...
$ X6 : num 0.347 0.056 -0.606 1.077 0.257 ...
$ X7 : num -0.773 1.042 2.149 -0.599 0.516 ...
$ X8 : num 2.05511 0.4772 0.18614 0.02585 0.00619 ...
$ X9 : num -0.0462 1.3784 -0.2489 0.1625 0.6137 ...
$ X10: num -0.709 0.755 0.463 -0.594 -1.228 ...
$ X11: num -1.233 -0.376 -2.646 1.094 0.207 ...
$ X12: num -0.44 -2.049 0.315 0.157 2.245 ...
$ PC1: num 1.023 -1.213 0.167 -0.118 -0.186 ...
$ PC2: num 1.2408 0.6077 1.1885 3.0789 0.0797 ...
$ PC3: num -0.776 -1.41 0.977 -1.343 0.987 ...