pca.py: Add principal component analysis script
A good deal of this script is a huge docstring full of tests comparing
my analysis with other examples I found online. You can run the
doctests with:
$ python -m doctest pca.py
References:
Hervé Abdi. Factor Rotations in Factor Analyses. In: Lewis-Beck M.,
Bryman, A., Futing T. (Eds.) (2003). Encyclopedia of Social Sciences
Research Methods. Thousand Oaks (CA): Sage.
Trevor Park. A Note on Terse Coding of Kaiser's Varimax Rotation
Using Complex Number Representation. (March 2003).
Andrew Wiesner's factor analysis notes.
Daniel Denis's factor analysis notes. (2009).
Archived version of the University of Newcastle upon Tyne's "How to
Perform and Interpret Factor Analysis using SPSS". (November 2005).