PCFactorExtractionExtractFactors Method

Uses the principle components algorithm for extracting factors from a covariance matrix.

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

Syntax

public DoubleMatrix ExtractFactors(
	DoubleSymmetricMatrix covarianceMatrix
)

Public Function ExtractFactors ( 
	covarianceMatrix As DoubleSymmetricMatrix
) As DoubleMatrix

public:
virtual DoubleMatrix^ ExtractFactors(
	DoubleSymmetricMatrix^ covarianceMatrix
) sealed

abstract ExtractFactors : 
        covarianceMatrix : DoubleSymmetricMatrix -> DoubleMatrix 
override ExtractFactors : 
        covarianceMatrix : DoubleSymmetricMatrix -> DoubleMatrix

Parameters

covarianceMatrix DoubleSymmetricMatrix: Covariance matrix.

Return Value

DoubleMatrix
Extracted factors as columns of a matrix.

Implements

IFactorExtractionExtractFactors(DoubleSymmetricMatrix)

Reference

PCFactorExtraction Class

CenterSpace.NMath.Core Namespace