i have a large set of high-dimensional data (1000 points in R^20 stored in a 1000x20 matrix). i would like to know how many and which principal components contain the most information. how can i examine the data set in matlab?
Name:
Anonymous2011-01-07 0:23
Yikes, I never had to do that in my statistics classes, but I found this at Wikipedia:
In the MATLAB Statistics Toolbox, the functions princomp and wmspca give the principal components, while the function pcares gives the residuals and reconstructed matrix for a low-rank PCA approximation. Here is a link to a MATLAB implementation of PCA PcaPress .