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I am very new to R and statistics as a whole so this may be a very simple question. I am trying to carry out empirical orthogonal function (EOF) analysis of sea-level pressure (SLP) data to determine the amplitude of the North Atlantic Oscillation over time.

I have a matrix (1000,756), with 1000 years of winter mean SLP (i.e. from December to March) at 756 grid points in the North Atlantic.

How do I go about doing an EOF analysis on this data?

I have spent the last week trying to do a crash course in R but am a little tight for time so I thought I would ask! Thanks in advance for any help.

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    $\begingroup$ Please define "EOF". $\endgroup$ – Roland Feb 17 '14 at 14:11
  • $\begingroup$ Hi Roland, an Empirical Orthogonal Function is essentially a Principle component analysis. The literature is very unclear and often uses the two terms (EOF/PCA) interchangeably. One definition is "the EOF method finds both time series and spatial patterns". $\endgroup$ – Edward Armstrong Feb 17 '14 at 16:07
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R has routines for doing PCA (prcomp is the preferred method), and also SVD (svd)*, which are the bases for EOF. It also has a screeplot and other tools, but I'm not sure how much code you'll have to put around the SVD itself to do what you want.

There is a spacetime package that has a function EOF. On github there is the sinkr package with an EOF function. At one point, there was a clim.pact package in R, which features an EOF function, but it has been removed from CRAN (perhaps because no longer maintained).

EDIT: You may find answers to a similar question useful.

EDIT 2: There are also at least three versions of "EOF": EOF, REOF (Rotated EOF), and EEOF (Extended EOF, to include time correlations). At least according to one page I saw online, which might be outdated and perhaps EOF always refers to EEOF now-a-days. Do you know what version you want to use?

* The prcmp documentation mentions it does an SVD under the hood, so these two options are not totally distinct.

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  • $\begingroup$ Hi Wayne, thank you for your answer. According to the literature I need to do plain EOF analysis. As there is no longer an EOF function in R I have done the standard princomp. $\endgroup$ – Edward Armstrong Feb 19 '14 at 12:13
  • $\begingroup$ @EdwardArmstrong: R has a princomp which is mainly for compatability with its predecessor language S. The preferred function to use is prcomp, which uses SVD. It mentions this if you get help on princomp: ?princomp. $\endgroup$ – Wayne Feb 19 '14 at 14:39

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