Reputation: 11
I have conducted in Python a principal component analysis (pca) on a data and extracted the components. The original data has 3000 observations and 33 variables and now was reduced to 3000 and 16 components.
I have now an additional one observation X that has one entry for each 33 variables. I want to project this variable X that has 33 coordinates to get its coordinates in the 16 components space. So it should have now 16 coordinates.
Do I apply the following code: X*pca.components_.T
Note that the shape of pca.components_.T
is 33 x 16
.
X*pca.components_.T
would return a vector of length 16
Upvotes: 0
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