Hi,
I use the below code to get the principal components which satisfy the condition of min eigen to not fall below 1:
freeze(tab) all.pcomp(cov=cov, mineigen=1, eigval=eval, eigvec=evec)
Now, I want the code to determine how many principal components are extracted with this criterion. Is there a way to do it via code, rather than analysing the table per se?
Extracting Principal Components via code
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EViews Gareth
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Re: Extracting Principal Components via code
Can't you just test the length of the eval vector?
!num = @rows(eval)
!num = @rows(eval)
Re: Extracting Principal Components via code
The length of the eval vector is always equal to the total number of variables/ Principal components. It is not dependent on the cumulative proportion that one mentions in the code. :(
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EViews Glenn
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Re: Extracting Principal Components via code
Code: Select all
!numge1 = @ege(eval, @ones(eval.@rows))Re: Extracting Principal Components via code
Thanks Glenn! Works perfect :)
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