Is there a good, easy to use open source software package (with graphical interface) to do PCA, PCO and other types of data reduction methods? I know TMEV can do that. I also found some R packages, but I would like something faster.
RapidMiner is easy, quick, and free, but I wouldn't say that the graphical outputs are a plus.
However, the package RATTLE in R, I found to be the most direct way. If you have R installed, just install rattle - type in: install.packages("rattle") - and then call the package - type in library(rattle). Then, just type in rattle(), to get a very friendly user interface! Navigate through the tabs. I will be happy to help guiding you through the interface if you decide to give it a try.
KNIME also has PCA included. KNIME is easy, quick, free and powerful. The cool thing about KNIME is that with the node based interface, the boring parts of the data exploration are clicky-clicky while the more interesting parts can be tweaked to one's hearts content. There's even R and Weka integration when a text editor is the only way.