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It performs principal component analysis (PCA) on a three dimensional normal random vector with covariance matrix specified by the user. It plots data, central ellipsoid, and the projections on the three central planes. For didactic purposes. GNU Octave.
paolomaccallini-hub/PCA
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It performs principal component analysis (PCA) on a three dimensional normal random vector with covariance matrix specified by the user. It plots data, central ellipsoid, and the projections on the three central planes. For didactic purposes. GNU Octave.
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