Class: Statsample::Factor::PCAPrincipal Component Analysis (PCA) of a covariance or correlation matrix.. NOTE: Sign of second and later eigenvalues could be different using Ruby or GSL, so values for PCs and component matrix should differ, because extendmatrix and gsl’s methods to calculate eigenvectors are different. Using R is worse, cause first eigenvector could have negative values! For Principal Axis Analysis, use Statsam
