************************************************* * Principal Component Analysis * * * * Number of variables: 10 * * Number of data points: 10000 * * Number of dependent variables: 3 * * * ************************************************* Variable # | Mean Value | Sigma | Eigenvalue -------------+------------+------------+------------ 0 | 4.994 | 0.9926 | 0.3856 1 | 8.011 | 2.824 | 0.112 2 | 2.017 | 1.992 | 0.1031 3 | 4.998 | 0.9952 | 0.1022 4 | 8.019 | 2.794 | 0.09998 5 | 1.976 | 2.009 | 0.0992 6 | 4.996 | 0.9996 | 0.09794 7 | 35.01 | 5.147 | 1.162e-16 8 | 30.01 | 5.041 | 2.795e-16 9 | 28.04 | 4.644 | 4.235e-16 Writing on file "pca.C" ... done