Estimate the principle components of dispersion matrix of the vector and their variances by R-programing

Abstract

In the present research article, an attempt has been made by developing a simple R-Programming for estimating Principal Components of observation vector with their Variances. It is very hazardous task to calculate and interpret the dispersion matrix manually, by reducing the dimensions to the few principal components that explains main patterns. Hence the powerful software program "R" is applied here.