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crhea93/PCA-steps1And2

Created November 1, 2020 19:32
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PCA-steps1And2
# Calculate means and normalize
x_mean = np.mean(X)
X_adj = [x-x_mean for x in X]
y_mean = np.mean(Y)
Y_adj = [y - y_mean for y in Y]
# Caculate Covariance Matrix
cov = np.cov(X_adj, Y_adj)
print(cov)
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