coeff = pca(X)
coeff = pca(X, Name, Value)
[coeff, score, latent] = pca(...)
[coeff, score, latent, tsquared, explained, mu] = pca(...)
pca computes principal component coefficients for a numeric data matrix whose rows are observations and columns are variables.
Name-value arguments include Algorithm, Centered, Economy, NumComponents, Rows, Weights, and VariableWeights. The main computation uses native singular value or eigenvalue decomposition.
X = [1 2; 3 4; 5 8; 7 11];
[coeff, score, latent] = pca(X)
| Version | Description |
|---|---|
| 2.0.0 | initial version |