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Re: Principal component analysis [message #57331 is a reply to message #57133] Wed, 05 December 2007 08:25 Go to previous message
David Fanning is currently offline  David Fanning
Messages: 11724
Registered: August 2001
Senior Member
Haje Korth writes:

> thanks for validating this. I tend to just go with PCOMP since I don't
> really know what the IMSL routine actually does. As I wrote in the response
> to David I just got thrown off by not being able to reconcile the output
> from the different routines.

It looks to me like passing the CORRELATE results
to EIGENQL just scales the eigenvalues into -1 to 1. That
would seem to be a sensible choice to me.

Cheers,

David
--
David Fanning, Ph.D.
Fanning Software Consulting, Inc.
Coyote's Guide to IDL Programming: http://www.dfanning.com/
Sepore ma de ni thui. ("Perhaps thou speakest truth.")

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