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Principal Component Analysis via eigen-decomposition of the covariance/correlation matrix

Project description

eigpca

PCA via eigen-decomposition of the covariance/correlation matrix.

Install

pip install eigpca

Example

from eigpca import PCA
from sklearn.datasets import load_iris

X = load_iris().data
pca = PCA()

pca.fit(X)
pca.transform(X, n_components=2)

Scree Plot

pca.plot(y="pov")

Scree plot

Project details


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