MultivariateStatistics`
MultivariateStatistics`

# 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 Options

• To use PrincipalComponents, you first need to load the Multivariate Statistics Package using Needs["MultivariateStatistics`"].
• PrincipalComponents 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.

# Examples

open allclose all

## Basic Examples(1)

Principal components for bivariate data:

## Options(2)

### Method(1)

Principal components using correlation scaling:

### WorkingPrecision(1)

Precision-20 principal components:

Wolfram Research (2007), PrincipalComponents, Wolfram Language function, https://reference.wolfram.com/language/MultivariateStatistics/ref/PrincipalComponents.html.

#### Text

Wolfram Research (2007), PrincipalComponents, Wolfram Language function, https://reference.wolfram.com/language/MultivariateStatistics/ref/PrincipalComponents.html.

#### CMS

Wolfram Language. 2007. "PrincipalComponents." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/MultivariateStatistics/ref/PrincipalComponents.html.

#### APA

Wolfram Language. (2007). PrincipalComponents. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/MultivariateStatistics/ref/PrincipalComponents.html

#### BibTeX

@misc{reference.wolfram_2024_principalcomponents, author="Wolfram Research", title="{PrincipalComponents}", year="2007", howpublished="\url{https://reference.wolfram.com/language/MultivariateStatistics/ref/PrincipalComponents.html}", note=[Accessed: 19-June-2024 ]}

#### BibLaTeX

@online{reference.wolfram_2024_principalcomponents, organization={Wolfram Research}, title={PrincipalComponents}, year={2007}, url={https://reference.wolfram.com/language/MultivariateStatistics/ref/PrincipalComponents.html}, note=[Accessed: 19-June-2024 ]}