Make standardization of input optional in mlab.PCA #2752
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In principal component analysis, standardization of input data should be a user choice, depending on the problem at hand. The current version always standardizes, without offering a choice to the user. Therefore, I added an option to the PCA class where the user can specify whether the input data are to be standardized before performing the PCA. When standardize is set to False, only centering is performed, without dividing by sigma. The default is to standardize, to remain compatible with the current version.