Package src :: Package stats306b :: Package lecture1 :: Module pca
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Module pca

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Functions [hide private]
 
PCA(X, scale=False)
Compute PCA of an nxp data matrix X.
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main() source code
Function Details [hide private]

PCA(X, scale=False)

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Compute PCA of an nxp data matrix X.

If scale is True, normalize centered columns of X by their standard deviation.

Returns:

scores: nxp matrix of scores of each observation eigenvalues: sample covariance matrix eigenvalues loadings: pxp matrix of loadings