📖 PCA Loadings

The loadings $\\phi_{1}, \\ldots, \\phi_p$ define the first PC direction: $Z_1 = \\phi_{11}X_1 + \\cdots + \\phi_{p1}X_p$ subject to $\\sum_{j=1}^p \\phi_{j1}^2 = 1$.

From: Intro to Statistical Learning

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