Method for identifying correlated variables
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United States of America Patent
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Sep 8, 2009
Grant Date -
Mar 5, 2009
app pub date -
Aug 31, 2007
filing date -
Aug 31, 2007
priority date (Note) -
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status (Latency Note)
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Abstract
According to various embodiments, variables are grouped in an unsupervised manner after principal component analysis of a plurality of variables from a plurality of samples. A number of principal components are selected. A subset principal component space is created for those components. A starting variable is selected. A spatial angle is defined around a vector extending from the origin to the starting variable. A set of one or more variables is selected within the spatial angle. The set is assigned to a group. The set is removed from further analysis. The process is repeated starting with the selection of a new starting variable until all groups are found.
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