Table 2 Significance of principal componentsa
Principal component | % Variance explained | Tracy–Widom statistic | P-value |
|---|---|---|---|
1 | 0.14 | 1333.1 | <1E−300 |
2 | 0.09 | 603.3 | <1E−300 |
3 | 0.07 | 294.9 | <1E−300 |
4 | 0.06 | 121.2 | <1E−300 |
5 | 0.05 | 100.9 | 1.40E−295 |
6 | 0.05 | 43.7 | 9.79E−86 |
7 | 0.05 | 10.9 | 3.20E−12 |
8 | 0.05 | 10.0 | 5.08E−11 |
9 | 0.05 | 10.2 | 3.24E−11 |
10 | 0.05 | 6.9 | 5.30E−07 |
