2. The data given are sales and profits for 10 companies, say, xi and x2, respectively. The corresponding sample variance covariance matrix is calculated as (7500 300) 26 300 (a) Determine the sample principal components and their variances. (b) Explain the proportion of total variance explained by first principal component. (c) Compute the correlation coefficient between the original variables and principal components. Give the interpretation of the principal components. Perform the analysis on R and write the codes.
2. The data given are sales and profits for 10 companies, say, xi and x2, respectively. The corresponding sample variance covariance matrix is calculated as (7500 300) 26 300 (a) Determine the sample principal components and their variances. (b) Explain the proportion of total variance explained by first principal component. (c) Compute the correlation coefficient between the original variables and principal components. Give the interpretation of the principal components. Perform the analysis on R and write the codes.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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answer the following attched question 2 with all parts
![2. The data given are sales and profits for 10 companies, say, xi and x2, respectively.
The corresponding sample variance covariance matrix is calculated as
(7500 300
300
S
26
(a) Determine the sample principal components and their variances.
(b) Explain the proportion of total variance explained by first principal component.
(c) Compute the correlation coefficient between the original variables and principal components.
Give the interpretation of the principal components. Perform the analysis on R and write the
codes.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F5cab67dc-6489-4b3b-909c-114da54057fa%2Fca340db8-7fbd-4e86-9ef5-f18a8c3e43b4%2Fz1fct8l_processed.png&w=3840&q=75)
Transcribed Image Text:2. The data given are sales and profits for 10 companies, say, xi and x2, respectively.
The corresponding sample variance covariance matrix is calculated as
(7500 300
300
S
26
(a) Determine the sample principal components and their variances.
(b) Explain the proportion of total variance explained by first principal component.
(c) Compute the correlation coefficient between the original variables and principal components.
Give the interpretation of the principal components. Perform the analysis on R and write the
codes.
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