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OBSOLETE MULTIVARIATE STATISTICS PACKAGE SYMBOL

# PrincipalComponents

As of Version 8, PrincipalComponents is part of the built-in Wolfram Language kernel.

PrincipalComponents[matrix]
transforms elements of matrix into principal components.

## Details and OptionsDetails and Options

• To use , you first need to load the Multivariate Statistics Package using Needs["MultivariateStatistics`"].
• gives the principal component transform of matrix.
• The principal components of matrix are linear transformations of the original columns into uncorrelated columns arranged in order of decreasing variance.
• The dimensions of PrincipalComponents[matrix] are the same as the dimensions of matrix.
• The following options can be given:
•  Method Covariance scaling method for decomposition WorkingPrecision MachinePrecision the precision used in internal computations
• Possible values of Method are Covariance and Correlation.

## ExamplesExamplesopen allclose all

### Basic Examples  (1)Basic Examples  (1)

Principal components for bivariate data:

 Out[2]=