[Gretl-users] inconsistency in PCA function

Allin Cottrell 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
2008.

See http://gretl.sourceforge.net/ChangeLog.html for notes on
this and other fixes.

Allin Cottrell


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