Hi All,
I am a little confused as to how I can determine which variables I want after running my data matrix X through the pca funtion.
[coeff,score,latent,tsquared,explained,mu] = pca(X);
I have a 1000×16 dataset. I know from the 'explained' output that 95% of my feature variability can be explained by 7 variables.
Is there a way of determining which 7 variables (which columns numbers from the original X matrix) these are through indexing from the original X matrix,coeff, scores matrix?
Any help would be greatly appreciated here.
Best Answer