Tag: algebra

Principal Component Analysis in R

Principal component analysis (PCA) is routinely employed on a wide range of problems. From the detection of outliers to predictive modeling, PCA has the ability of projecting the observations described by $latex p &s=1$ variables into few orthogonal components defined at where the data 'stretch' the most, rendering a simplified overview. PCA is particularly powerful in dealing with multicollinearity … Continue reading Principal Component Analysis in R