[Gretl-users] inconsistency in PCA function
cottrell at wfu.edu
Fri Jul 17 14:54:53 EDT 2009
On Fri, 17 Jul 2009 zzh5460 at yahoo.com wrote:
> I got inconsistent results when running PCA using covariance
> matrix in gretl. Please see attached TSY_curve file for the data
> used. Please see attached PCA_problem file that illustrated the
> problem when verified with R.
You are using an old version of gretl. We had a problem with the
ordering of the columns going wrong when printing more than 7
components. This was fixed in gretl version 1.7.8, in September
See http://gretl.sourceforge.net/ChangeLog.html for notes on
this and other fixes.
More information about the Gretl-users