Hi, I have just run a PCA but now want to calculate the confidence intervals for the eigenvalues. How do extract the eigenvalues from the analysis to calculate the confidence intervals? For example using this code that comes from here: https://blogs.sas.com/content/iml/2019/11/04/interpret-graphs-principal-components.html ods graphics on;
proc princomp data=iris /* use N= option to specify number of PCs */
STD /* optional: stdize PC scores to unit variance */
out=PCOut /* only needed to demonstate corr(PC, orig vars) */
plots=(scree profile pattern score);
var SepalLength SepalWidth PetalLength PetalWidth; /* or use _NUMERIC_ */
ID id; /* use blank ID to avoid labeling by obs number */
ods output Eigenvectors=EV; /* to create loadings plot, output this table */
run; The data gets exported to PCOut. How do I read that in to use with proc iml?
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