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

Setting

Number of dimensions

determines how many eigenvectors to use in the calculation of the z-scores and therefore the number of columns of the resulting TableOfReal.

Algorithm

The values d_ij in the new TableOfReal are calculated as

which is the inproduct of the j-th eigenvector and the z-score vector z_i of the i-th row whose elements z_ij are defined as

in which x_ij is the data value at row i and column j of the selected TableOfReal and x̄_j 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.