2. Principal component analysis (PCA)
The purpose of principal component analysis is to study data resulting from the observation of p quantitative variables on n individuals, arranged in a matrix X (n x p). The objectives are :
the "optimal" graphical representation of the individuals (lines), minimizing the distortions of the point cloud, in a subspace E
q
of dimension q (q < p) of the vector space
;
the graphical representation of variables in a subspace F
q
of the vector space...
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Principal component analysis (PCA)