PCA & TableOfReal: To TableOfReal (z-scores)...

A command to construct a TableOfReal with z-scores from the selected TableOfReal and PCA.

Setting

Number of dimensions
determines the number of dimensions of the resulting Configuration.

Algorithm

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