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html_book
2004 May 26
3
Common principle components
Dear all,
Can anyone point me to a package that can perform Common principle components?
Thank you.
Jos?? P. Granadeiro
2004 Jun 28
3
How to determine the number of dominant eigenvalues in PCA
Dear All,
I want to know if there is some easy and reliable way
to estimate the number of dominant eigenvalues
when applying PCA on sample covariance matrix.
Assume x-axis is the number of eigenvalues (1, 2, ....,n), and y-axis is the
corresponding eigenvalues (a1,a2,..., an) arranged in desceding order.
So this x-y plot will be a decreasing curve. Someone mentioned using the elbow (knee)