Perform principal component analysis on the accompanying data set.
a. Use the data with the covariance matrix and choose Smallest # components explaining at least: 85% of variance. How many principal components were created? What percent of total variance is accounted for by the calculated principal components? What are the weights for computing the first principal component scores?
b. Use the data with the correlation matrix to perform PCA. Keep all the other options the same as in part a. How many principal components were created? What percent of total variance is accounted for by the calculated principal components? What are the weights for computing the first principal component scores?