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One way to choose the number of principal components is via the reconstruction error. This package is designed mainly for this purpose. Graphical representation is also supported, plus some other principal component analysis related functions. References include: Jolliffe I.T. (2002). Principal Component Analysis. doi:10.1007/b98835 and Mardia K.V., Kent J.T. and Bibby J.M. (1979). Multivariate Analysis. ISBN: 978-0124712522. London: Academic Press.
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