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Principal Component Analysis


NIST - Principal Component Analysis

While mostly based on examples using R, the information at the following links also provides a decent overview of Principal Components Analysis (PCA).

Tutorial: Principal Components Analysis (PCA) in R

Principal Components Analysis: A How-To Manual for R (by Emily Manki)

"Some Notes on Principal Components Analysis" by Marco Plebani

"Visualizing principal components with R and Sochi Olympic Athletes"


Analogy of PCA with varimax rotation

Football suspended in a large cardboard box.  Rotate the axes of the box until they line up in a way that maximizes the information about the shape of the football (the variation explained) using the least number of axes.