PCA for correlation matrix input data - Need helpHi Team,
Is there a way to perform PCA in JMP if the data format is matrix type? (Correlation matrix as input)
Thanks for your help
Murali
Re: PCA for correlation matrix input data - Need helpIf mat is your matrix, then SVD(mat)[1] gives you the eigenvectors and SVD(mat)[2] the eigenvalues.
Re: PCA for correlation matrix input data - Need helpIt might also be useful to know that the Structural Equation Modelling platform in JMP Pro can use a correlation matrix as the input. And you would be able to do something similar to PCA there, I think.
Re: PCA for correlation matrix input data - Need helpIf you use @DonMcCormack 's suggestion, remember that JMP centers and scales the variables by default. You must perform this normalization on the matrix prior to the SVD.
Re: PCA for correlation matrix input data - Need helpMy quick and direct answer is that JMP doesn’t take correlation matrix as an input to PCA. As for SEM it does not do PCA.
