Table 3.
The number of principal components and the percentage of variance they explain.
| Principal Component Number |
Eigenvalue of Cov(X) |
% Variance Captured | % Variance Captured Total |
|---|---|---|---|
| 1 | 11.9 | 70.01 | 70.01 |
| 2 | 1.62 | 9.53 | 79.54 |
| 3 | 1.35 | 7.92 | 87.46 |
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