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我想对相关矩阵执行稳健的主成分分析(PCA)。即 rrcov::PcaHubert。
我知道,如果我给函数 cor=TRUE,rrcov:CovMcd 计算稳健的协方差和相关矩阵。如何强制 PCA 使用相关矩阵而不是协方差矩阵?
谢谢!