Re: Principal Components

• To: mathgroup at smc.vnet.net
• Subject: [mg131880] Re: Principal Components
• From: Bob Hanlon <hanlonr357 at gmail.com>
• Date: Wed, 23 Oct 2013 23:44:14 -0400 (EDT)
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• References: <20131022044958.08F3C6A23@smc.vnet.net>

```Covariance is the default method

\$Version

"9.0 for Mac OS X x86 (64-bit) (January 24, 2013)"

Options[PrincipalComponents]

{Method -> "Covariance"}

mat = {{1., 2}, {2, 3}, {4, 10}};

pc1 = PrincipalComponents[mat]

{{3.27053, 0.285293}, {1.99969, -0.335165}, {-5.27023, 0.0498715}}

pc1 == PrincipalComponents[mat,
Method -> "Covariance"] ==
PrincipalComponents[pc1] ==
PrincipalComponents[pc1,
Method -> "Covariance"]

True

pc2 = PrincipalComponents[mat,
Method -> "Correlation"]

{{1.10388, 0.130549}, {0.478746, -0.170139}, {-1.58262, 0.0395904}}

pc2 == PrincipalComponents[pc2] ==
PrincipalComponents[pc2,
Method -> "Covariance"]

True

Bob Hanlon

On Tue, Oct 22, 2013 at 12:49 AM, pw <p.willis at telus.net> wrote:

>
> Hello,
>
> The function 'PrincipalComponents' returns the the first principal
> components vector of a group of input vectors.
>
> Question 1.) Is it possible to define Method->"covariance" or is
> correlation the only PC technique available?
>
> Question 2.) How can I generate an inverse PC transform from my
> PrincipalComponents output?
>
>
> Thanks,
>
>
> Peter
>
>

```

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