#Data data <- data.frame( Age = c(30.83, 58.67, 24.50, 27.83, 20.17), Debt = c(0.000, 4.460, 0.500, 1.540, 5.625), YearsEmployed = c(1.25, 3.04, 1.50, 3.75, 1.71), CreditScore = c(1, 1, 0, 1, 0), DriversLicense = c(0, 0, 0, 1, 0), ZipCode = c(202, 43, 280, 100, 120), Income = c(0, 560, 824, 3, 0) )

a) Eigenvalues dan Eigenvectors dari covariance matrix

cov_matrix <- cov(data) # Matriks kovarians eig_values <- eigen(cov_matrix)\(values # Eigenvalues eig_vectors <- eigen(cov_matrix)\)vectors # Eigenvectors

print(“Eigenvalues:”) print(eig_values)

print(“Eigenvectors:”) print(eig_vectors)

b) Variance-Covariance Matrix

print(“Variance-Covariance Matrix:”) print(cov_matrix)

c) Correlation Matrix

cor_matrix <- cor(data) print(“Correlation Matrix:”) print(cor_matrix)