Esempi numerici riguardanti l'analisi delle componenti principali

16 ANALISI DELLE COMPONENTI PRINCIPALI
Y: MEAN CENTRED DATA MATRIX
a b c d e f
1 1.3333 0.5556 2.1111 -1.3333 -1.5556 -1.1111
2 2.3333 0.5556 1.1111 -1.3333 -1.5556 -1.1111
3 0.3333 1.5556 2.1111 -1.3333 -1.5556 -1.1111
4 -0.6667 -0.4444 -0.8889 0.6667 2.4444 4.8889
5 -0.6667 -0.4444 -0.8889 4.6667 2.4444 0.8889
6 -0.6667 -0.4444 -0.8889 2.6667 4.4444 0.8889
7 -0.6667 -0.4444 -0.8889 -1.3333 -1.5556 -1.1111
8 -0.6667 -0.4444 -0.8889 -1.3333 -1.5556 -1.1111
9 -0.6667 -0.4444 -0.8889 -1.3333 -1.5556 -1.1111
g h i
1 -2.0000 -1.7778 -2.2222
2 -2.0000 -1.7778 -2.2222
3 -2.0000 -1.7778 -2.2222
4 -2.0000 -1.7778 -2.2222
5 -2.0000 -1.7778 -2.2222
6 -2.0000 -1.7778 -2.2222
7 4.0000 3.2222 4.7778
8 5.0000 3.2222 3.7778
9 3.0000 4.2222 4.7778
r: RANK OF Y
8
V: COVARIANCE MATRIX
a b c d e f
a 1.1111 0.4815 1.0741 -0.8889 -1.0370 -0.7407
b 0.4815 0.4691 0.8272 -0.5926 -0.6914 -0.4938
c 1.0741 0.8272 1.6543 -1.1852 -1.3827 -0.9877
d -0.8889 -0.5926 -1.1852 4.4444 4.1481 2.0741
e -1.0370 -0.6914 -1.3827 4.1481 5.1358 3.1605
f -0.7407 -0.4938 -0.9877 2.0741 3.1605 3.6543
g -1.3333 -0.8889 -1.7778 -2.6667 -3.1111 -2.2222
h -1.1852 -0.7901 -1.5802 -2.3704 -2.7654 -1.9753
i -1.4815 -0.9877 -1.9753 -2.9630 -3.4568 -2.4691
g h i
a -1.3333 -1.1852 -1.4815
b -0.8889 -0.7901 -0.9877
c -1.7778 -1.5802 -1.9753
d -2.6667 -2.3704 -2.9630
e -3.1111 -2.7654 -3.4568
f -2.2222 -1.9753 -2.4691
g 8.2222 7.0000 8.7778
h 7.0000 6.3951 7.9383
i 8.7778 7.9383 9.9506