Works on columns of the PG. Calculates the correlation matrix from the columns of the standardized data, then computes the eigen values and eigenvectors of the correlation matrix. The loadings are the eigenvectors, ordered by descending eigenvalues, scaled by the square root of the eigenvalues. The returned pager must be sized the same as the input pager. Correlations are performed using "PGU_CORR_SIMPLE", so if you want Pearson correlations, or wish to use a modified correlation matrix, use PCLoadings2_PGU and input the correlation matrix directly.

public static void PCLoadings(
	CPG oPG1,
	CPG oPG2
)

Public Shared Sub PCLoadings ( 
	oPG1 As CPG,
	oPG2 As CPG
)

public:
static void PCLoadings(
	CPG^ oPG1, 
	CPG^ oPG2
)

static member PCLoadings : 
        oPG1 : CPG * 
        oPG2 : CPG -> unit