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Function Description

Returns an array corresponding to the sizes of the m principal components of m different data series of n observations, ordered so that the sizes of the most important principal components are first.


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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-          Example calculation

-          Output type / Parameter details

-          Illustrative spreadsheet

-          Other Statistical functions

-          Computation units used

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