On Jun 18, 2011, at 16:26 , Bert Gunter wrote:
> Apologies for the obvious, but just to clarify: there is no reason to
> "justify" a PCA -- it's just an eigen decomposition of a matrix and is
> therefore "justified" by linear algebra.
>
> If one wants to determine whether some subset of the eige
Apologies for the obvious, but just to clarify: there is no reason to
"justify" a PCA -- it's just an eigen decomposition of a matrix and is
therefore "justified" by linear algebra.
If one wants to determine whether some subset of the eigenvectors =
principal components suffice to "represent" the
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