loadings from principal components analysis
Posted: Mon Jun 09, 2014 4:57 pm
please forgive if obvious -- I'm trying to program principal components analysis on a group such that I can get a string of series names that correspond to the x most-positive or most-negative loadings on each principal component. extracting the eigenvectors of interest from the analysis seems easy enough but i'm not sure how to sort and link to series identifiers. can someone help? thank you