I am trying to get the eigenvector to do pca (principal component analysis). The package, DimensionalityReduction.jl offers a command that should do that very thing, pcaeig(X) where X is some matrix. My code is as follows
using DataFrames
using DimensionalityReduction
data = readtable("Midterm Data.csv")
T=size(data)[1]
n=size(data)[2]
erates = convert(Array,data[1:T,2:n])
eigvec = pcaeig(erates)
I do apologize that the formatting is bad, I don't quite remember how to put the code in a quote. Anyways, when I try to run this code, I get the following error: "UndefVarError: fliplr not defined". Now, to my knowledge, fliplr is a command used to flip a matrix (not a variable). It is also saying that the error is happening in the code for the package (not my code). Does this mean that I am out of luck and cannot use this package until it gets patched? If so, does anyone else know another method to get the eigenvector for pca?
As it says in the README of DimensionalityReduction, the package is deprecated:
The DimensionalityReduction package is deprecated. It is superseded by a new package MultivariateStats.
The package does not work on recent versions of Julia and will not be updated to do so in the future. Use MultivariateStats instead.