A command to construct a TableOfReal with z-scores from the selected TableOfReal and PCA.
The values dij in the new TableOfReal are calculated as
|dij = eigenvectorj· zi,|
which is the inproduct of the j-th eigenvector and the z-score vector zi of the i-th row whose elements zij are defined as
|zij = (xij - x̄j) / sqrt (eigenvaluej),|
in which xij is the data value at row i and column j of the selected TableOfReal and x̄j is the j-th centroid value of the PCA. The square root of the j-th eigenvalue is the standard deviation in the j-th principal direction.
© djmw, December 8, 2015