Why we do mean centring to compute the covariance matrix?
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⭐️for n x d data matrix X, where X is mean-centered, V = XT∗X is its covariance matrix. ⭐️
HOPE IT HELPS...☺️☺️
Answered by
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❤❤Høla mate❤❤
⏬⏬Answer is here ⏬⏬
⭐️for n x d data matrix X, where X is mean-centered, V = XT∗X is its covariance matrix. ⭐️
HOPE IT HELPS...☺️☺️
⏬⏬Answer is here ⏬⏬
⭐️for n x d data matrix X, where X is mean-centered, V = XT∗X is its covariance matrix. ⭐️
HOPE IT HELPS...☺️☺️
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