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obtaining the principal components from proc princomp using covariance/correlation matrix as input

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obtaining the principal components from proc princomp using covariance/correlation matrix as input

Hi,

 

I am trying to figure out the code for computing principal components using princomp procedure with a covariance or correlation matrix as an input. I have been able to find the solution using raw data (through covariance or correlation). But now I dont have the raw data and have the covariance matrix instead.

 

Please help.

 

Thanks and regards,

 

V

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Re: obtaining the principal components from proc princomp using covariance/correlation matrix as inp

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