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How Can I Calculate Inverse Principal Components

Posted 10 years ago
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The function 'PrincipalComponents'  produces components for a list of vectors.

After I modify the components how can I reverse the transform?
Is there an inverse transoform?

Thanks,

P
POSTED BY: Peter Willis
According to the documentation for the KarhunenLoeveDecomposition, that function returns the transformation matrix as well as the principal components.
POSTED BY: Frank Kampas
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