I'm having problems with multiplying values in two different dataframes. Im doing a PCA regression and want to multiply all my loadings with the original values.
for example:
PCA dataframe
| PC1 | PC2 | |
|---|---|---|
| X | 0 | 1 |
| X1 | 1 | 2 |
| X2 | 2 | 1 |
| X3 | 2 | 1 |
| X4 | 3 | 2 |
| X5 | 5 | 4 |
Original dataframe:
| A | A1 | A2 | A3 | A4 | A5 | |
|---|---|---|---|---|---|---|
| 1 | 1 | 3 | 4 | 1 | 2 | 4 |
| 2 | 8 | 5 | 3 | 2 | 1 | 2 |
| 3 | 9 | 3 | 5 | 1 | 3 | 1 |
I then want to multiply PC1 with every row in the original dataframe such that:
PC1 = 0xA + 1xA1 + 2xA2 + 2xA3 + 3xA4 + 5xA5
insert first row from second dataframe: PC1 = 0x1 + 3x1 + 4x2 + 2x1 + 3x2 + 5x8 = 59 Second row: PC1 = 0x8 + 5x1 +3x2 + 2x2 + 1x3 + 5x2 = 28 Third row: PC1 = 0x9 + 1x3 + 2x5 + 2x1 + 3x3 + 1x5 = 29
new dataframe:
| PC1 | PC2 | |
|---|---|---|
| 1 | 59 | |
| 2 | 28 | |
| 3 | 29 |
And so on.
My PCA dataframe have the shape (14,4) and my value dataframe has the shape (159,14)
