Thread Subject: Using correlation matrix as input for PCA

Hello,

For my thesis I need to do a PCA. I had to compile my own correlation matrix from 4 other correlation matrixes, this is due to a specific method I need to use.

So I want to use this correlation matrix as input for a PCA analysis. I've looked through the help files in matlab, but I don't understand the syntax used there? Is there anyone that can help me?

Thanks!

On Oct 19, 6:36 am, "Naick Berden" <naick_ber...@hotmail.com> wrote:
> Hello,
>
> For my thesis I need to do a PCA. I had to compile my own correlation matrix from 4 other correlation matrixes, this is due to a specific method I >need to use.

How many variables?
Please explain how 4 correlation matrices can be combined
to obtain 1 full correlation matrix . Are you assuming some
correlations
are zero?

> So I want to use this correlation matrix as input for a PCA analysis. I've looked through the help files in matlab, but I don't understand the syntax used >there? Is there anyone that can help me?

What, exactly, don't you understand?

Hope this helps.

Greg

> For my thesis I need to do a PCA. I had to compile my own correlation
> matrix from 4 other correlation matrixes, this is due to a specific method
> I need to use.
>
> So I want to use this correlation matrix as input for a PCA analysis. I've
> looked through the help files in matlab, but I don't understand the syntax
> used there? Is there anyone that can help me?

Check out the pcacov function in the Statistics Toolbox.

-- Tom