In parts 1, 2, and 3 we’ve looked into the basics of PCA. The essence is that we can view multiple data sets as a vector data set, or as points occupying a (sometimes very) high-dimensional space. The original basis for this space is simply the variables with which we express the raw data; we could call this the canonical basis. In this sense, a “basis” is like a coordinate system for the space, and the canonical basis is the set of variables which define the raw data.
PCA part 4: non-centered hockey sticks
March 6, 2008 · 531 Comments
Categories: Global Warming · climate change
