PrincipalComponents
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Function Description
Returns an array of 
entries corresponding to
the (zero mean) series corresponding to the m principal components of m
different data series each of n observations, ordered so that the most
important principal components are first. The first n entries of the
array returns correspond to the elements of the largest principal component
etc.
See here for
further details of how principal components are derived and on refinements that
potentially include a greater focus on ‘meaning’ in their computation.
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Output type / Parameter details
Output type: Double()
| Parameter Name | Variable Type | Description |
| InputArray | Double() | Input array of m series with n elements |
| m | Double | Number of series |
| n | Double | Number of elements in series |
Links to:
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Interactively run function
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Interactive instructions
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Example calculation
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Output type / Parameter details
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Illustrative spreadsheet
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Other Statistical functions
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Computation units used
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