I’ve been editing a two-part series Nina Zumel is writing on some of the pitfalls of improperly applied principal components analysis/regression and how to avoid them (we are using the plural spelling as used in following Everitt The Cambridge Dictionary of Statistics). The series is looking absolutely fantastic and I think it will really help people understand, properly use, and even teach the concepts.
The series includes fully worked graphical examples in R and is why we added the ScatterHistN plot to WVPlots (plot shown below, explained in the upcoming series).
Frankly the material would have worked great as an additional chapter for Practical Data Science with R (but instead everybody is going to get it for free).
Please watch here for the series.
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