Which of the following is a reasonable way to select the number of principal components "k"?

• A. choose k to be the smallest value so that at least 99% of the varinace is retained. - answer
• B. choose k to be 99% of m (k = 0.99*m, rounded to the nearest integer).
• C. choose k to be the largest value so that 99% of the variance is retained.
• D. use the elbow method