Mathematica 9 is now available
THIS IS DOCUMENTATION FOR AN OBSOLETE PRODUCT.
SEE THE DOCUMENTATION CENTER FOR THE LATEST INFORMATION.
Wolfram Mathematica Documentation Center
DOCUMENTATION CENTER SEARCH
New to Mathematica? Find your learning path »
Multivariate Statistics Package >
OBSOLETE MULTIVARIATE STATISTICS PACKAGE SYMBOLTutorials »|See Also »|More About »

PrincipalComponents

As of Version 8, PrincipalComponents is part of the built-in Mathematica kernel.
PrincipalComponents[matrix]
transforms elements of matrix into principal components.
MORE INFORMATION
  • 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:
MethodCovariancescaling method for decomposition
WorkingPrecisionMachinePrecisionthe precision used in internal computations
EXAMPLESCLOSE ALL
Basic Examples   (1)
Principal components for bivariate data:
Needs["MultivariateStatistics`"]
Principal components for bivariate data:
In[2]:=
Click for copyable input
Out[2]=
Options   (2)
Principal components using correlation scaling:
Precision-20 principal components:
Ask a question about this page  |  Suggest an improvement  |  Leave a message for the team
Format:   HTML  |  CDF