Class DoublePCA performs a principal component analysis on a given
double-precision data matrix, or data frame.
Namespace:
CenterSpace.NMath.StatsAssembly: NMathStats (in NMathStats.dll) Version: 3.4.0.0
Syntax
| C# |
|---|
[SerializableAttribute] public class DoublePCA : ICloneable |
| Visual Basic (Declaration) |
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<SerializableAttribute> _ Public Class DoublePCA _ Implements ICloneable |
| Visual C++ |
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[SerializableAttribute] public ref class DoublePCA : ICloneable |
Remarks
The first principal component accounts for as much of the variability
in the data as possible, and each succeeding component accounts for as
much of the remaining variability as possible.
The calculation is performed using a singular value decomposition of the data matrix. The data may optionally be centered and scaled before analysis takes place.
The calculation is performed using a singular value decomposition of the data matrix. The data may optionally be centered and scaled before analysis takes place.