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OBSOLETE MULTIVARIATE STATISTICS PACKAGE SYMBOL
PrincipalComponents
As of Version 8, PrincipalComponents is part of the built-in Mathematica kernel.
PrincipalComponents[matrix]
transforms elements of matrix into principal components.
Details 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:
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Method Covariance scaling method for decomposition WorkingPrecision MachinePrecision the precision used in internal computations - Possible values of Method are Covariance and Correlation.
