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PCA using the covariance matrix

By Angela Mummaw | Oct 18, 2016 03:29AM CEST

I'd like to conduct PCA using the covariance matrix, instead of what the tutorial shows (correlation matrix). I've been playing around with it and think I'm on the right track, but would love a tutorial to guide me. Is there a turtorial that will show me how to do PCA using a covariance matrix in XLSTAT?




By Paulin | Oct 18, 2016 03:11PM CEST | XLSTAT Agent

Dear Angela,

To use PCA with covariance matrix as input, you just have to select “Covariance matrix” as data format in the General tab of the PCA dialog box.
You can then fill the “Covariance matrix” selection field with the covariance matrix of your dataset.

The second possibility is to select Observations/variables as input data format and choose one of the two covariance PCA type methods (called covariance(n) and covariance(n-1)).

Hope this helps.


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