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Principal Component Analysis relies on some fairly complicated linear and matrix algebra techniques. It’s not necessary to understand these techniques to use PCA, and we don’t explain the math here. We do explain the steps involved in performing PCA and the concepts that it relies on to make the results that it generates much more clear and intuitive. This section covers the basic workflow of PCA and the concepts that make it work.

Preparing data for analysis

Principal Components are defined using variance

Prinipcal components are orthogonal

Eigenvalues and eigenvectors

Selection of components

Classic methods for selecting PCs

Parallel Analysis

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