Class DoublePCA performs a principal component analysis on a given double-precision data matrix, or data frame.

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

Syntax

C#
[SerializableAttribute]
public class DoublePCA : ICloneable
Visual Basic (Declaration)
<SerializableAttribute> _
Public Class DoublePCA _
	Implements ICloneable
Visual C++
[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.

Inheritance Hierarchy

System..::.Object
  CenterSpace.NMath.Stats..::.DoublePCA

See Also