Performs a principal components analysis and transformation of the data.
Dimensionality reduction is accomplished by choosing enough eigenvectors to account for some percentage of the variance in the original data -- default 0.95 (95%).
Based on code of the attribute selection scheme 'PrincipalComponents' by Mark Hall and Gabi Schmidberger.
Valid options are:
-D Don't normalize input data.
-R <num> Retain enough PC attributes to account for this proportion of variance in the original data. (default: 0.95)
-A <num> Maximum number of attributes to include in transformed attribute names. (-1 = include all, default: 5)
-M <num> Maximum number of PC attributes to retain. (-1 = include all, default: -1)
@author Mark Hall (mhall@cs.waikato.ac.nz) -- attribute selection code
@author Gabi Schmidberger (gabi@cs.waikato.ac.nz) -- attribute selection code
@author fracpete (fracpete at waikato dot ac dot nz) -- filter code
@version $Revision: 6690 $