Exemplu numeric

Analiza componentelor principale

Date:
n= 40 firme
p= 4 variabile

X1= Ponderea cheltuielilor de marketing (% total cheltuieli)

X2= Ponderea cheltuielilor cu formarea (% total cheltuieli)
X3= Profit
X4= Ponderea clientilor noi (% total clienti)

2018, Analiza datelor

Exemplu numeric

Matricea variabilelor standardizate

Analiza componentelor principale

Sinteza rezultatelor:

Importance of components
Comp.1 Comp.2 Comp.3 Comp.4
Standard deviation 1.36389 1.32896 0.53114859 0.30257993
Proportion of Variance 0.465047 0.4415346 0.07052971 0.02288865
Cumulative Proportion 0.465047 0.9065816 0.97711135 100

2018, Analiza datelor

Exemplu numeric

Scorurile principale:

Obţinerea scorurilor:
Ponderi:

Loadings
Comp.1 Comp.2 Comp.3 Comp.4
Market 0.325 0.63 0.552 0.44
Formare 0.255 0.658 -0.599 -0.378
Profit 0.661 -0.256 0.378 -0.596
Clienti 0.627 -0.325 -0.44 0.555

2018, Analiza datelor

Exemplu numeric

Scree plot

2018, Analiza datelor

Exemplu numeric

Matricea factor

Comp.1 Comp.2

Market 0.4430932 0.8366296

Formare 0.3482487 0.8742882

Profit 0.9009905 -0.3397637

Clienti 0.8548657 -0.4317061

2018, Analiza datelor

Exemplu numeric

Grafic biplot:

2018, Analiza datelor

Exemplu numeric

2018, Analiza datelor

Exemplu numeric

Cercul corelaţiilor:

2018, Analiza datelor

Exemplu numeric

2018, Analiza datelor

Exemplu numeric

# Analiza componentelor principale ----------------------------------------

path <- "C:\\Users\\Monica\\Dropbox\\2018\\cursuri2018\\ad"

firme <- read.table(file.path(path,"generare3.txt"),sep="\t",header=TRUE,dec=".",row.names=1)

attach(firme)

firmes <- scale(firme,center=T,scale=T)

acp <- princomp(firme,cor=TRUE)

summary(acp)

sink("ACP.csv")

print(summary(acp))

sink()

ponderi <- acp$loadings

ponderi[,1]

sink("ponderi.csv")

print(acp$loadings)

sink()

z1 <- firmes%*%ponderi[,1]

eigen(cor(firme))

scoruri <- acp$scores

2018, Analiza datelor

Exemplu numeric
plot(acp,type="l")

matricef <- cor(firme,scoruri[,1:2])

biplot(acp)

library(FactoMineR)

acp2 <- PCA(firme)

?PCA()

summary(acp2)

windows()

valori <- seq(0,2*pi,length=100)

plot(cos(valori),sin(valori),type="l",xlab="C1",ylab="c2")

text(matricef[,1],matricef[,2],labels=rownames(matricef),pos=3)

abline(v=0)

abline(h=0)

2018, Analiza datelor