Hello, I got some trouble understanding why I get a different result than the PCA function that is incorporated on Matlab. I have uploaded the data that i worked on to get the results
[coeff,score,latent] = pca(X_imputed,'algorithm','eig');
If I got it right, coeff is the Loadings.
I tried to replicate the results on my own, I got the same absolute value that coeff and score, but the signals are different, and I would like to know what I did wrong? or perhaps in my calculation there a sign that is wrong, because i got the absolute valuthe same.
meanX = mean(X_imputed);
Z = (X_imputed-ones(75,1)*mean(X_imputed));
covZ = cov(Z);
[vec_p,lambda_aux] = eig(covZ);
val_p = diag(lambda_aux);
[lambda,ind_ord] = sort(val_p,'descend');
L1 = vec_p(:,ind_ord);
T1 = Z * L1;
Thanks for your time and help.