Wolfram Demonstrations Project

12,000+ Open Interactive Demonstrations
Powered by Notebook Technology »

Principal Components

Initializing live version
Download to Desktop

Requires a Wolfram Notebook System

Interact on desktop, mobile and cloud with the free Wolfram Player or other Wolfram Language products.

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.

[more]

Graph 1: the data is plotted along with the Karhunen–Loeve directions

Graph 2: the data is shown projected on each of the two Karhunen–Loeve directions; note that there are data points

Graph 3: the principal components are plotted corresponding to each direction; visually, the principal components are the coordinates of the projected points in each of the directions

[less]

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.

Embed Code

Take advantage of the Wolfram Notebook Emebedder for the recommended user experience.

Related Demonstrations More by Author
Browse all topics
Feedback (field required)
Email (field required) Name
Occupation Organization
Note: Your message & contact information may be shared with the author of any specific Demonstration for which you give feedback.
Send