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  3. Multivariate Probability Distributions in R

Exercise

Using the princomp function

In this exercise you will use the princomp() function to calculate the principal components (PCs) of a dataset. We will use the pca.state object created in this exercise throughout the rest of this chapter.

Instructions

100 XP
  • Calculate the principal components, and the scores of the PCs, of the state.x77 dataset based on the correlation matrix and store it as pca.state.
  • Provide a plot and print the summary of the principal component object.