This script takes the subnational indicators dataset from the ONS and processes into a table of all available indicators. The indicators are then scaled to have a mean of 0 and unit variance and then a probabilisitic PCA is fit using the PCAmethods package.
Finally, local authorities are clustered together using K-means clustering and plotted.
In order to run the script, you will need to download the subnational indicators dataset (linked above) and place it in a directory called data. You must also download a local authority boundaries shapefile from the Open Geography Portal and place the unzipped contents in a folder called boundaries. Finally, create a folder called outputs where the PCA loadings and the plot will be saved.