Just need help with a question im a bit lost on.
Three measurements x1, x2 and x3 gave the following sample covariance matrix:
| 9 2 0 |
| 2 4 1 |
| 0 1 4 |
i) Convert the sample covariance marix to a correlation matrix
ii) Using the sample correlation matrix, calculate the proportion of the variation in the data explained by the first principle component
iii) Using the sample correlation matrix, calculate the first principle component.