free PCA algorithm for excel ?
free PCA algorithm for excel ?
(OP)
Does someone know of a (free) Principal Component Analysis tool for excel.
Ideally, I would prefer VBA source code (or even short fortran).
I could partly do the job by calculating the correlation matrix (CORREL excel function) and diagonalisation.
Ideally, I would prefer VBA source code (or even short fortran).
I could partly do the job by calculating the correlation matrix (CORREL excel function) and diagonalisation.




