PrincipalComponentsWeights

[this page | pdf | back links]

Returns an array of  elements corresponding to the weight coefficients that need to be applied to (zero mean equivalents of)  original series to reproduce the  principal components of corresponding to these series, ordered so that the coefficients (i.e. weights in the original series) for the most important principal component come first. So the first entry in the output is the weight of the first series in the first (i.e. most important) principal component, the second entry in the output is the weight of the second series in the same (i.e. most important) 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.

NAVIGATION LINKS
Contents | Prev | Next

-          Interactively run function

-          Interactive instructions

-          Example calculation

-          Output type / Parameter details

-          Illustrative spreadsheet

-          Other Statistical functions

-          Computation units used

Note: If you use any Nematrian web service either programmatically or interactively then you will be deemed to have agreed to the Nematrian website License Agreement