obtaining the principal components from proc princomp using covariance/correlation matrix as input

[vishweshs]

Hi,

I am trying to figure out the code for computing principal components using princomp procedure with a covariance or correlation matrix as an input. I have been able to find the solution using raw data (through covariance or correlation). But now I dont have the raw data and have the covariance matrix instead.

Please help.

Thanks and regards,

V

[art297]

An example can be found at: https://books.google.ca/books?id=rlBPTp6U6ooC&pg=PA47&lpg=PA47&dq=princomp+using+matrix+as+input+sas...

Art, CEO, AnalystFinder.com