RegressionFactorScoresComputeFactorScores Method

Computes the factor scores using the given data, the covariance matrix for the data, and the extracted factors. Specifically this method computes and returns the solution X to the matrix equation RX = B, where R = covariance matrix, B = factor matrix.

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

Syntax

C++

Copy

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

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

public:
virtual DoubleMatrix^ ComputeFactorScores(
	DoubleMatrix^ data, 
	DoubleSymmetricMatrix^ covarianceMatrix, 
	DoubleMatrix^ factorMatrix
) sealed

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

Parameters

data DoubleMatrix: Case data being analyzed.
covarianceMatrix DoubleSymmetricMatrix: The covariance matrix for the data.
factorMatrix DoubleMatrix: Matrix whose columns contian the extracted factors.

Return Value

DoubleMatrix
The matrix of factor scores.

Implements

IFactorScoresComputeFactorScores(DoubleMatrix, DoubleSymmetricMatrix, DoubleMatrix)

Reference

RegressionFactorScores Class

CenterSpace.NMath.Core Namespace