PCA function matrices .

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Kamal
Kamal on 7 Nov 2022
Answered: Kamal on 15 Nov 2022
Hey,
I'm really struggling to understand what these terms mean inside matlab [coeff,score,latent,tsquared,explained,mu] , I consider myself to understand PCA in general and in theory (perhaps im still far far away from that), slightly far from grasping it mathemtically, but i have really spent hours and days in an attempt to understand it so i can use it in my upcoming grad project
I'm stuck now at this point where what i understood about PCA couldn't be connected to what's on matlab and how the implementation actually works
I do only understand the explained matrix where it's the total variation of each PC we got, the ones presented in the scree plot
Would really appreciate any help with other matrices

Accepted Answer

Kamal
Kamal on 15 Nov 2022
Finally figured it out a couple of days ago, coeff are the linear combination of each eigen vector and score is the projected points on my new prinicap components :)

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