JuliaStats/DimensionalityReduction.jl — pull request #14 by cbecker (2014-03-26 21:59:52+00:00)
Title: Fixes PCA (issue #13) and adds necessary tests

This pull request fixes https://github.com/JuliaStats/DimensionalityReduction.jl/issues/13, also adds necessary tests.

Principal components are now re-scaled to the original space, if scale=true.