MultivariateStatistics`
MultivariateStatistics`
PrincipalComponents
As of Version 8, PrincipalComponents is part of the built-in Wolfram Language kernel.
PrincipalComponents[matrix]
transforms elements of matrix into principal components.
Details and Options
- To use PrincipalComponents, you first need to load the Multivariate Statistics Package using Needs["MultivariateStatistics`"].
- PrincipalComponents gives the principal component transform of matrix.
- The principal components of matrix are linear transformations of the original columns into uncorrelated columns arranged in order of decreasing variance.
- The dimensions of PrincipalComponents[matrix] are the same as the dimensions of matrix.
- The following options can be given:
-
Method Covariance scaling method for decomposition WorkingPrecision MachinePrecision the precision used in internal computations - Possible values of Method are Covariance and Correlation.
Examples
open allclose allBasic Examples (1)Summary of the most common use cases
Options (2)Common values & functionality for each option
Method (1)
Wolfram Research (2007), PrincipalComponents, Wolfram Language function, https://reference.wolfram.com/language/MultivariateStatistics/ref/PrincipalComponents.html.
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Wolfram Research (2007), PrincipalComponents, Wolfram Language function, https://reference.wolfram.com/language/MultivariateStatistics/ref/PrincipalComponents.html.
Text
Wolfram Research (2007), PrincipalComponents, Wolfram Language function, https://reference.wolfram.com/language/MultivariateStatistics/ref/PrincipalComponents.html.
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Wolfram Research (2007), PrincipalComponents, Wolfram Language function, https://reference.wolfram.com/language/MultivariateStatistics/ref/PrincipalComponents.html.
CMS
Wolfram Language. 2007. "PrincipalComponents." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/MultivariateStatistics/ref/PrincipalComponents.html.
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Wolfram Language. 2007. "PrincipalComponents." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/MultivariateStatistics/ref/PrincipalComponents.html.
APA
Wolfram Language. (2007). PrincipalComponents. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/MultivariateStatistics/ref/PrincipalComponents.html
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Wolfram Language. (2007). PrincipalComponents. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/MultivariateStatistics/ref/PrincipalComponents.html
BibTeX
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@misc{reference.wolfram_2025_principalcomponents, author="Wolfram Research", title="{PrincipalComponents}", year="2007", howpublished="\url{https://reference.wolfram.com/language/MultivariateStatistics/ref/PrincipalComponents.html}", note=[Accessed: 19-June-2025
]}
BibLaTeX
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@online{reference.wolfram_2025_principalcomponents, organization={Wolfram Research}, title={PrincipalComponents}, year={2007}, url={https://reference.wolfram.com/language/MultivariateStatistics/ref/PrincipalComponents.html}, note=[Accessed: 19-June-2025
]}