2.3. Combining these aspects: performing PCA

This part is introducing an example of analysis that combines all the aspects discussed up to now: handling data, perform a statistical treatment and visualise the results. This analysis is called PCA for Principal Component Analysis and is often used to

• gather event in a sample that seem to have a common behaviour;

• reduce the dimension of the problem under study.

There is a very large number of articles, even books, discussing the theoretical aspects of principal component analysis (for instance one can have a look at [Jol11]).

• 2.3.1. Theoretical introduction
  • 2.3.1.1. Purpose
  • 2.3.1.2. Implementation in a nutshell
  • 2.3.1.3. Limitation of PCA