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Function Description

Returns an array of  entries corresponding to the (zero mean) series corresponding to the m principal components of m different data series each of n observations, ordered so that the most important principal components are first. The first n entries of the array returns correspond to the elements of the largest principal component etc.


See here for further details of how principal components are derived and on refinements that potentially include a greater focus on ‘meaning’ in their computation.


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-          Interactively run function

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-          Output type / Parameter details

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-          Computation units used

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