How to use PCA with data of values with same units

Asked Apr 23 '20 at 15:08

Active Apr 23 '20 at 15:08

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My data consists of 400000 samples with 3200 values of same units (400000x3200). I know, when the data has values of different size, first you have to standardize or normalize the data, so the scale of each value is the same.

But how to calculate PCA of data, which has values of the same units? Is it necessary to normalize, standardize, center the data before? What about the cov-matrix for values with same units?

I hope somebody can help. Thanks

asked Apr 23 '20 at 15:08

Len01

The data needs to be in the same scale. Which language do you use? – Earl Mascetti Apr 23 '20 at 17:04
I'm using python. What exactly do you mean? – Len01 Apr 23 '20 at 17:21
Sorry, but I don't know a specific function in Python ( I know it in R) – Earl Mascetti Apr 23 '20 at 17:25

How to use PCA with data of values with same units

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