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2002 Apr 10
4
Principal Component analysis question
I have a question about princomp(mva) that I hope isn't too newbie.
I used the sample data from Table 1.1 in "Manly (1986/1994) Multivariate
Statistical Methods: a primer. Chapman and Hall" on sparrow body
measurements.
I rescaled the data to mean 0 and SD 1, and the covariance matrix is:
V1 V2 V3 V4 V5
V1 1.0000000 0.7349642 0.6618119