On exit: the statistics of the principal component analysis.
, the eigenvalues associated with the
th principal component,
, for
.
, the proportion of variation explained by the th principal component, for .
, the cumulative proportion of variation explained by the first principal components, for .
, the statistics, for .
, the degrees of freedom for the statistics, for .
If , then contains the significance level for the statistic, for .
If , then is returned as zero.