
A command to construct a TableOfReal with zscores from the selected TableOfReal and PCA.
The values d_{ij} in the new TableOfReal are calculated as
d_{ij} = eigenvector_{j}· z_{i}, 
which is the inproduct of the jth eigenvector and the zscore vector z_{i} of the ith row whose elements z_{ij} are defined as
z_{ij} = (x_{ij}  x̄_{j}) / sqrt (eigenvalue_{j}), 
in which x_{ij} is the data value at row i and column j of the selected TableOfReal and x̄_{j} is the jth centroid value of the PCA. The square root of the jth eigenvalue is the standard deviation in the jth principal direction.
© djmw, December 8, 2015