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PCFactorExtraction Constructor

Overload List
 NameDescription
Public methodPCFactorExtraction Constructs a
C#
PCFactorExtraction
object which will extract factors whose eigenvalues are greater than one.
Public methodPCFactorExtraction(FuncDoubleVector, DoubleMatrix, Int32) Constructs a
C#
PCFactorExtraction
object using the given functor to determine the number of factors to extract. This function takes two argument: the first is the vector of eigenvalues of the covariance matrix, the second is a matrix whose columns contain the corresponding eigenvectors of the covariance matrix.
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