What is the difference between
- normalizing the variables and doing PCA;
scale=TRUEoption (without normalizing the variables) in
prcompfunction in R?
No difference. Type
debug(prcomp) before running
prcomp. The third line of the function reads:
x <- scale(x, center = center, scale = scale.); ie. you will either scale within the function if you set
scale = TRUE during function call or you will have the scaling done originally by you.
Having said that, when applying PCA in general it is a good idea to scale your variables. Otherwise the magnitude to certain variables dominates the associations between the variables in the sample. Unless all your variables are recorded in the same scale and/or the difference in variable magnitudes are of interest I would suggest you normalise your data prior to PCA. This issue has been revisited multiple time within CV eg. 1, 2, 3.