## Hi,

I’m trying to use TPrincipal to do some PCA on my data. I performed it on the following dummy data:

x y z

0.11547 1.8 -1.458

0.11547 1.8 -1.35

0.11547 1.8 -1.242

0.11547 1.8 -1.134

0.11547 1.8 -1.026

0.11547 1.8 -0.918

0.11547 1.8 -0.81

The x and the y values are constant, so this should just represent a straight line perpedicular to the z=0 plane. The sigma vector I get from TPrincipal is:

| 1 |

## 0 |2.1817e-17

1 |1.2911e-16

2 |0.216

This makes sense, the first two values are near zero as they should be.

However, this is what the co-variance matrix looks like:

| 0 | 1 | 2 |

0 | 0.3333 0.2466 -0.3256

1 | 0.2466 0.3333 -0.2662

2 | -0.3256 -0.2662 0.3333

As I understand, the diagonal elements of this should represent the variance of x,y and z variables which we know are not all equal to .3333, infact, none of them are.

Can someone help me make sense out of this ?

Thanks