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princomp

PURPOSE ^

%

SYNOPSIS ^

function [pc,z,w,Tsq] = princomp(X)

DESCRIPTION ^

% -*- texinfo -*-
% @deftypefn {Function File} {[@var{pc}, @var{z}, @var{w}, @var{Tsq}] =} princomp (@var{X})
%
% Compute principal components of @var{X}.
%
% The first output argument @var{pc} is the principal components of @var{X}.
% The second @var{z} is the transformed data, and @var{w} is the eigenvalues of
% the covariance matrix of @var{X}. @var{Tsq} is the Hotelling's @math{T^2}
% statistic for the transformed data.
% @end deftypefn

CROSS-REFERENCE INFORMATION ^

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