Ok, I make these corrections during the weekend.
I put the same options as they are in the R code for "prcomp". But isn't scaling X the same as using the correlation matrix instead of the covariance? "tol", I forgot about it, but it is to select a number of principal components to keep, so that they cover at leat "tol" % of the variance. I will add this, too.
----------------------------------
Julien Delafontaine
EPFL, BBCF
julien.delafontaine@epfl.ch<mailto:julien.delafontaine@epfl.ch>

On 7 févr. 2014, at 08:47, Andreas Noack Jensen <notifications@github.com<mailto:notifications@github.com>> wrote:


In src/pca.jl:

>  end
>
> -function pcasvd(X::Matrix)
> +function pcasvd(X::Matrix ; center=true, scale=false, tol=Inf)


What is tol and are you sure that a scaling option is a good idea?

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