[COEFF,SCORE] = princomp(X); Why is SCORE != X * COEFF ???
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Hi All,
I'm using PCA.
[COEFF,SCORE] = princomp(X);
My understanding of the help is that the COEFF matrix can be used to transform the inputs stand alone. However I am finding that
SCORE != X * COEFF
Any ideas?
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Answers (1)
Peter Perkins
on 21 Aug 2012
Hi Stewart -
You forgot to center the data first: "princomp centers X by subtracting off column means".
Hope this helps.
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