![Broken-stick method for retaining principal components](https://blogs.sas.com/content/iml/files/2017/07/PCAbrokenstiick3.png)
Last week I blogged about the broken-stick problem in probability, which reminded me that the broken-stick model is one of the many techniques that have been proposed for choosing the number of principal components to retain during a principal component analysis. Recall that for a principal component analysis (PCA) of