Underlying Model of Weighted PCA (Principle Component Analysis) Implementation in Matlab

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I am trying to formally understand the weighted PCA available in Matlab.
Is there a formal model description somewhere? What is the underlying notion (purpose) of this specific implementation?
Better yet, is the implementation based on a publication (which one)?

Answers (1)

Bernhard Suhm
Bernhard Suhm on 4 Aug 2018
You can find more details on our implementation of PCA in doc , including how you can introduce weights, and (near the very bottom) some references.

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