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 Post subject: PCA problem with PCA1
PostPosted: Thu Aug 29, 2013 2:49 pm 
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Joined: Tue Apr 09, 2013 4:47 pm
Posts: 4
Hello all,
I have a problem with PCA. In Alglib this task use covariance matrix with null mean and work fine.
Sometimes I happen to use the statistical package GRETL (license free) and if I use the same data the results are the same with one exception: the signs of PCA1 (the first eigenvector of the covariance matrix) are reversed.
Someone would know to help me in choosing the correct result?


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