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Re: PCA with Octave


From: Juan Pablo Carbajal
Subject: Re: PCA with Octave
Date: Mon, 8 Jul 2013 16:03:26 +0200

On Mon, Jul 8, 2013 at 4:01 PM, Juan Pablo Carbajal
<address@hidden> wrote:
> On Mon, Jul 8, 2013 at 3:17 PM, Jordi GutiƩrrez Hermoso
> <address@hidden> wrote:
>> Octave has a princomps function that nobody ever seems to find because
>> it's not named "pca".
>>
>> You don't need to reimplement PCA yourself.
>>
>> - Jordi G. H.
>
> It is in the statistics package...time to rename it...
> http://octave.sourceforge.net/statistics/function/princomp.html

and it uses svd. Check the code is quite instructive.


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