
Visualizing Data
The strength of the linear relationship among the variables in the 3-D scatter
is measured by computing eigenvalues of the covariance matrix with the
MATLAB
eig function:
vars = eig(cov([c1 c2 c3]))
vars =
1.0e+003 *
0.0442
0.1118
6.8300
explained = max(vars)/sum(vars)
explained =
0.9777
The eigenva lues are the varia n ces along the principal components of the data.
The variable
explained measure s the proportion of variation “exp lained” by
5-17
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