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Multivariate Data Analysis

Multivariate Data Analysis

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1. Inertia: Trace(VQ) = Trace(WD) (inertia in the sense of Huyghens inertia formula for instance). Huygens,C. (1657), ∑n i=1 pid 2(x i;a) Inertia with regards to a pointaof a cloud ofpi-weighted points. PCAwithQ= Ip,D= 1 nIn,and the variables are centered,the inertia is the sum of the variances of all the variables.

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