title: Feature Extraction through PCA
body: <p>I'm trying to select a subset of features from a data that contains 2000 of them for 63 samples. Now I know how to do PCA in MATLAB. I used 'pcacov' and it returns the eigenvectors and the eigenvalues too. However, I don't know how to select the features I want. I mean if the features aren't labeled, how can I select my features ? or they will be returned in the same order ?</p>