Description: Principal Components Analysis or the Karhunen-Loeve expansion is a classical method for dimensionality reduction or exploratory data analysis. One reference among many is: F. Murtagh and A. Heck, Multivariate Data Analysis, Kluwer Academic, Dordrecht, 1987.Author: F. Murtagh
To Search:
File list (Check if you may need any files):
PCA_C.txt
zxur.txt