an introduction to Principal Component Analysis (PCA)
an introduction to Principal Component Analysis (PCA)
an introduction to Principal Component Analysis (PCA)
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usage of <strong>PCA</strong>: Practical computation of PCs<br />
Given a sample of n observations on a vec<strong>to</strong>r<br />
(each measured about its sample me<strong>an</strong>)<br />
of p variables<br />
compute the covari<strong>an</strong>ce matrix<br />
where<br />
is the n x p matrix<br />
whose i th row is the i th obsv.<br />
Then compute the n x p matrix<br />
whose i th row is the PC score<br />
for the i th observation.