Method for identifying correlated variables

摘要

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.