principal components with eigenvector decomposition similar to princomp in matlab
Parameters : | data : ndarray, 2d
keepdim : integer
normalize : boolean
demean : boolean
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Returns : | xreduced : ndarray, 2d, (nobs, nvars)
factors : ndarray, 2d, (nobs, nfactors)
evals : ndarray, 2d, (nobs, nfactors)
evecs : ndarray, 2d, (nobs, nfactors)
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See also