/* Example 11.3.1      */
proc iml;
x1={177,179,95,96,53,32,-7,-4,-3};
x2={179,419,245,131,181,127,-2,1,4};
x3={95,245,302,60,109,142,4,4,11};
x4={96,131,60,158,102,42,4,3,2};
x5={53,181,109,102,137,96,4,5,6};
x6={32,127,142,42,96,128,2,2,8};
x7={-7,-2, 4,4,4,2,34,31,33};
x8={-4,1,4,3,5,2,31,39,39};
x9={-3,4,11,2,6,8,33,39,48};
s=x1||x2||x3||x4||x5||x6||x7||x8||x9;
call eigen (D,C,s);
cptv=0;
do i=1 to 9;
rr=J(1,i,1)*D[1:i,1]/trace(s);
cptv=cptv//rr;
end;
cptv=cptv[2:10,];
cc=c[,1:3]`;
Rsq=((c[,1:3]#c[,1:3])*D[1:3,1])/vecdiag(s);
corr=sqrt(D[1,1])*(c[,1]/sqrt(vecdiag(s)))
    ||sqrt(D[2,1])*(c[,2]/sqrt(vecdiag(s)))
    ||sqrt(D[3,1])*(c[,3]/sqrt(vecdiag(s)));
print  D cptv, CC,corr Rsq ;
quit;
                 D         CPTV
         878.51923    0.6092366
         196.09589    0.7452255
         128.64311     0.834437
         103.43021     0.906164
         81.261078     0.962517
         37.848834    0.9887645
         6.9763829    0.9936024
         5.7064713    0.9975598
         3.5188056            1
           CC
    0.3046142 0.6533533 0.4833322 0.2613069 0.3235199  0.271174
    0.0024083 0.0058942 0.0143991

    0.4855006 0.1510121 -0.587715  0.491155 0.0375994 -0.373462
    -0.05715 -0.053746 -0.088316

    -0.411551 -0.182649 -0.235769 0.4568166  0.495122 0.2686744
    0.2557006 0.2658707 0.2821249

            CORR                           RSQ
        0.6786396 0.5110194 -0.350857 0.8447933
        0.9460557 0.1033092 -0.101206 0.9159368
        0.8243618 -0.473585 -0.153878 0.9275334
        0.6161663 0.5471725 0.4121987 0.8489664
        0.8192498 0.0449837 0.4797834 0.9033858
        0.7104257 -0.462249 0.2693485 0.7909276
        0.0122419  -0.13725 0.4973768 0.2663712
         0.027975 -0.120517 0.4828714 0.2484717
        0.0616012 -0.178505  0.461864 0.2489771