Gets the number of principal components required to account for the given proportion of the total variance.

Namespace:  CenterSpace.NMath.Stats
Assembly:  NMathStats (in NMathStats.dll) Version: 3.4.0.0

Syntax

C#
public int Threshold(
	double varianceProportion
)
Visual Basic (Declaration)
Public Function Threshold ( _
	varianceProportion As Double _
) As Integer
Visual C++
public:
int Threshold(
	double varianceProportion
)

Parameters

varianceProportion
Type: System..::.Double
A variance proportion between 0 and 1.

Return Value

The number of the principal components whose cumulative proportion of the variance is greater than or equal to the given value.

Exceptions

ExceptionCondition
CenterSpace.NMath.Core..::.InvalidArgumentExceptionThrown if the given proportion of total variance is less than 0 or greater than 1.

See Also