IFactorScoresComputeFactorScores Method

Compute the factor scores in a factor analysis from the given data, covariance matrix and extracted factors.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4

Syntax

DoubleMatrix ComputeFactorScores(
	DoubleMatrix data,
	DoubleSymmetricMatrix covarianceMatrix,
	DoubleMatrix factorMatrix
)

Function ComputeFactorScores ( 
	data As DoubleMatrix,
	covarianceMatrix As DoubleSymmetricMatrix,
	factorMatrix As DoubleMatrix
) As DoubleMatrix

DoubleMatrix^ ComputeFactorScores(
	DoubleMatrix^ data, 
	DoubleSymmetricMatrix^ covarianceMatrix, 
	DoubleMatrix^ factorMatrix
)

abstract ComputeFactorScores : 
        data : DoubleMatrix * 
        covarianceMatrix : DoubleSymmetricMatrix * 
        factorMatrix : DoubleMatrix -> DoubleMatrix

Parameters

data DoubleMatrix: The data being analyzed.
covarianceMatrix DoubleSymmetricMatrix: Covariance matrix of the data.
factorMatrix DoubleMatrix: Factors extracted during factor analysis of the data.

Return Value

DoubleMatrix

Reference

IFactorScores Interface

CenterSpace.NMath.Core Namespace