************************************************* * Principal Component Analysis * * * * Number of variables: 10 * * Number of data points: 10000 * * Number of dependent variables: 3 * * * ************************************************* Variable # | Mean Value | Sigma | Eigenvalue -------------+------------+------------+------------ 0 | 5.008 | 1.005 | 0.3851 1 | 7.998 | 2.861 | 0.1107 2 | 1.967 | 1.956 | 0.1036 3 | 5.016 | 1.005 | 0.1015 4 | 8.009 | 2.839 | 0.1008 5 | 2.013 | 1.973 | 0.09962 6 | 4.992 | 1.014 | 0.09864 7 | 35 | 5.156 | 6.03e-16 8 | 30.01 | 5.049 | 2.787e-16 9 | 28 | 4.649 | 5.093e-16 Writing on file "pca.C" ... done