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 Post subject: PCA using Corr Matrix instead of Covariance Matrix?
PostPosted: Wed Sep 04, 2013 4:59 am 
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Joined: Wed Sep 04, 2013 4:43 am
Posts: 1
I am currently using the pcabuildbasis and I know it should be a simple fix to use a correlation matrix instead of the covariance matrix that I believe is being used... Any help would be great. I've tried a couple things out, but they don't seem to be returning the correct matrix.

Thanks
Jason


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