Contents
Principal Components
If you want to see the arrangement of points across many correlated variables, you can use principal component analysis to show the most prominent directions of the high-dimensional data. Using principal component analysis reduces the dimensionality of a set of data. Principal components is a way to picture the structure of the data as completely as possible by using as few variables as possible.
For n original variables, n principal components are formed as follows:
• The first principal component is the linear combination of the standardized original variables that has the greatest possible variance.
• Each subsequent principal ...
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