Principal components and how to determine how many principal components to use

by Oliver Ruan   Last Updated October 10, 2019 04:19 AM

Here I've been given the X vector and the means and variances for each variable, how are you suppose to figure out how many principal components would be required to explain 75% of the variance of X, and would there be a change if PCA was performed using the correlation matrix? I understand they are different matrices and correlation matrix is preferred in PCA.

X vector



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