PCA in practice.

Principle Component Analysis(PCA) is a very important skill for dimention reduction to analyze high-dimentional data. High-dimentional data are data with features (p) a lot more than observations (n). This types of data are very commonly generated from high-throuput sequencing experiments. For example, an RNA-seq or microarry experiment measures expression of tens of thousands of genes for only 8 samples (4 controls and 4 treatments).

Let’s use a microarray data for demonstration. One thing to note is that …