MATLAB: How to perform Principal component analysis

data acquisitionData Acquisition ToolboxstatisticsStatistics and Machine Learning Toolbox

Hi,
I have 10 variables, and the correlation between each single variable is very poor, so I want to perform the PCA such as to see the correlation by grouping the variable based on their similar behaviour (similar Rsquare or similar correlation coefficient). Please someone help.
My input data(Each column represent a variable, column1–>Variable1, Column2–> Varaible2,…Column10–>Variable10, for each variable I have 25 observations)
0.74 0.83 0.85 0.63 0.15 0.62 0.56 0.18 0.46 0.53
0.39 0.77 0.56 0.66 0.19 0.57 0.85 0.21 0.10 0.73
0.68 0.17 0.93 0.73 0.04 0.05 0.35 0.91 1.00 0.71
0.70 0.86 0.70 0.89 0.64 0.93 0.45 0.68 0.33 0.78
0.44 0.99 0.58 0.98 0.28 0.73 0.05 0.47 0.30 0.29
0.02 0.51 0.82 0.77 0.54 0.74 0.18 0.91 0.06 0.69
0.33 0.88 0.88 0.58 0.70 0.06 0.66 0.10 0.30 0.56
0.42 0.59 0.99 0.93 0.50 0.86 0.33 0.75 0.05 0.40
0.27 0.15 0.00 0.58 0.54 0.93 0.90 0.74 0.51 0.06
0.20 0.20 0.87 0.02 0.45 0.98 0.12 0.56 0.76 0.78
0.82 0.41 0.61 0.12 0.12 0.86 0.99 0.18 0.63 0.34
0.43 0.75 0.99 0.86 0.49 0.79 0.54 0.60 0.09 0.61
0.89 0.83 0.53 0.48 0.85 0.51 0.71 0.30 0.08 0.74
0.39 0.79 0.48 0.84 0.87 0.18 1.00 0.13 0.78 0.10
0.77 0.32 0.80 0.21 0.27 0.40 0.29 0.21 0.91 0.13
0.40 0.53 0.23 0.55 0.21 0.13 0.41 0.89 0.53 0.55
0.81 0.09 0.50 0.63 0.56 0.03 0.46 0.07 0.11 0.49
0.76 0.11 0.90 0.03 0.64 0.94 0.76 0.24 0.83 0.89
0.38 0.14 0.57 0.61 0.42 0.30 0.82 0.05 0.34 0.80
0.22 0.68 0.85 0.36 0.21 0.30 0.10 0.44 0.29 0.73
0.79 0.50 0.74 0.05 0.95 0.33 0.18 0.01 0.75 0.05
0.95 0.19 0.59 0.49 0.08 0.47 0.36 0.90 0.01 0.07
0.33 0.50 0.25 0.19 0.11 0.65 0.06 0.20 0.05 0.09
0.67 0.15 0.67 0.12 0.14 0.03 0.52 0.09 0.67 0.80
0.44 0.05 0.08 0.21 0.17 0.84 0.34 0.31 0.60 0.94
Many thanks in advance.

Best Answer

If you have the Statistics and Machine Learning Toolbox, you can used the pca function.