In R, one can perform a Principle component analysis with function named "prcomp" or "princomp".
## The variances of the variables in the ## USArrests data vary by orders of magnitude, so scaling is appropriate (pc.cr <- princomp(USArrests)) # inappropriate princomp(USArrests, cor = TRUE) # =^= prcomp(USArrests, scale=TRUE) ## Similar, but different: ## The standard deviations differ by a factor of sqrt(49/50)
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