Turn correlated variables into clear component insights. Review eigenvalues, loadings, and explained variance instantly today. Make multivariate analysis easier with clean outputs and exports.
| StudyHours | Attendance | Assignments | ExamScore |
|---|---|---|---|
| 5 | 88 | 78 | 81 |
| 6 | 90 | 82 | 85 |
| 4 | 76 | 70 | 74 |
| 7 | 94 | 88 | 91 |
| 3 | 72 | 68 | 69 |
| 8 | 96 | 90 | 94 |
| 5 | 84 | 80 | 79 |
| 6 | 89 | 84 | 86 |
Standardization: z = (x − mean) / s, where each variable is centered and scaled by its sample standard deviation.
Correlation entry: rij = Σ(zizj) / (n − 1), which forms the correlation matrix used in the decomposition.
Eigenvalue equation: Rv = λv, where R is the correlation matrix, λ is an eigenvalue, and v is the associated eigenvector.
Explained variance: Explained % = (λ / Σλ) × 100, which shows how much standardized variance each component captures.
Loadings: Loading = eigenvector × √eigenvalue, which links each original variable to each principal component.
Component scores: Scores = ZV, where Z is the standardized data matrix and V contains the selected component directions.
Important Note: All the Calculators listed in this site are for educational purpose only and we do not guarentee the accuracy of results. Please do consult with other sources as well.