PCA
Perform Principal Components Analysis on input data. Handles scaling of the when computing the covariance matrix. Lazily produces the scores (the translation of the data to their new coordinates on the PC axes.
Input is a matrix that has data points as rows. Variable naming and documentation inspired and used directy from the 'princomp' function in R.
Value members
Concrete fields
The cumulative proportion of variance explained by the first n principal components.
The cumulative proportion of variance explained by the first n principal components.
The proportion of variance explained by each principal component.
The proportion of variance explained by each principal component.
Translate the original data points to the PC axes.
Translate the original data points to the PC axes.