What is the primary purpose of the eig action?

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Réponse

The eig action is used to extract principal components by using the eigenvalue decomposition method.
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eig

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Other questions about eig
How can I calculate principal components using the covariance matrix instead of the correlation matrix? How do I specify the number of principal components to compute? Is it possible to accelerate the computation using a GPU? Can I omit the intercept from the model? How can I perform a weighted analysis of the data?
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