Principal Components

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The construction of principal components is illustrated. This Demonstration considers the case for two variables and
that are simulated as multivariate normal with zero means, unit variances, and theoretical correlation
. The sample size
can be 10, 100, or 999, and there are three graphs.
Contributed by: Ian McLeod (March 2011)
Open content licensed under CC BY-NC-SA
Snapshots
Details
I. T. Jolliffe, Principal Component Analysis, 2nd ed., New York: Springer, 2004.
T. Hastie, R. Tibshirani, and J. Friedman, The Elements of Statistical Learning: Data Mining, Inference, and Prediction, 2nd ed., New York: Springer, 2009.
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