PCAPrelim {Dowd} | R Documentation |

## Estimates VaR plot using principal components analysis

### Description

Estimates VaR plot using principal components analysis

### Usage

```
PCAPrelim(Ra)
```

### Arguments

`Ra` |
Matrix return data set where each row is interpreted as a set of daily observations, and each column as the returns to each position in a portfolio position |

### Author(s)

Dinesh Acharya

### References

Dowd, K. Measuring Market Risk, Wiley, 2007.

### Examples

```
# Computes PCA Prelim
# This code was based on Dowd's code and similar to Dowd's code,
# it is inconsistent for non-scalar data (Ra).
library(MASS)
Ra <- .15
PCAPrelim(Ra)
```

[Package

*Dowd*version 0.12 Index]