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free PCA algorithm for excel ?

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Lalbatros

Lalbatros

Mechanical
Joined
Jul 5, 2003
Messages
35
Location
DE
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.
 
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