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

• http://gettinggeneticsdone.blogspot.com/2010/05/tutorial-principle-components-analysis.html

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

• https://parmesan.mc.vanderbilt.edu/turnersd/ggd/2010-11-18-PCA-tutorial.pdf

"Some Notes on Principal Components Analysis" by Marco Plebani

• http://marcoplebani.com/pca/

"Visualizing principal components with R and Sochi Olympic Athletes"

• http://heuristicandrew.blogspot.ca/2014/03/visualizing-principal-components-with-r.html

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.