Principal Component Analysis

I tried one or two explanations, but, indeed, I was completely puzzled myself. Our friend’s title, his fortune, his age, his character, and his appearance are all in his favour, and I know nothing against him, unless it be the dark fate which runs in his family. “The Hound of the Baskervilles” This chapter addresses the issue of reducing the dimensionality of amultivariate random variable by using linear combinations (the principal components). The identified principal components are ordered in decreasing order of importance. When applied in practice to a data matrix, the principal components will turn out to be the factors of a transformed data matrix (the data will be centered and eventually standardized).


Principal Component Analysis Original Variable Spectral Decomposition Variance Matrix Crime Data 
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© Springer Science+Business Media, LLC 2007

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