auto.pca: Automatic Variable Reduction Using Principal Component Analysis

PCA done by eigenvalue decomposition of a data correlation matrix, here it automatically determines the number of factors by eigenvalue greater than 1 and it gives the uncorrelated variables based on the rotated component scores, Such that in each principal component variable which has the high variance are selected. It will be useful for non-statisticians in selection of variables. For more information, see the <> web page.

Getting started

Package details

AuthorNavinkumar Nedunchezhian
MaintainerNavinkumar Nedunchezhian <>
Package repositoryView on CRAN
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auto.pca documentation built on May 2, 2019, 3:29 p.m.