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PCA: is it possible to save and restore eigenvectors / eigenvalues ?
Hi,
I'm considering using statsample for PCA, but my use case requires that I generate eigenvectors and eigenvalues for a dataset, save them and the recall them for computing components when new vectors are added to my data.
Is it possible to save the eigenvectors and eigenvalues for a PCA object such that they could be re-loaded for later use?