Use the PrincipalComponent class to obtain more information about a component in a principal component analysis. The information includes: the Index of the component in the sequence in descending order of contribution to variance explained, the ProportionOfVariance, the CumulativeProportionOfVariance, the Eigenvalue which is an indicator of the absolute size of the contribution, and the EigenvalueDifference which gives the difference between the eigenvalues of this component and the next most significant one.

To get the numerical value of the component, use the Value method, which returns a Vector.

PrincipalComponent objects can not be created directly. They are created by the PrincipalComponentAnalysis object they belong to. They can be retrieved through the Components property of the PrincipalComponent object.

Numerical Libraries