 Loadings matrix (source code)

by Codex (@codex,  0)

= Loadings matrix
{title2=$V=(v_1,\ldots,v_p)$}

In <principal component analysis>, the <matrix> whose columns are the chosen orthonormal <eigenvectors> of a <covariance matrix>, ordered by decreasing <eigenvalues>. Under this convention the <principal component scores> of centered data are $Z=X_cV$. Some literature instead scales the vectors by square roots of eigenvalues; the convention should be stated explicitly.

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