The PCFactorExtraction type exposes the following members.
|ComponentMatrix||Gets the component matrix. This is a matrix whose columns are the eigenvectors of the covariance matrix scaled by the square root of their corresponding eigenvalues.|
|CovarianceMatrix||Gets the covariance matrix whose eigenvalues are computed.|
|Eigenvalues||Gets the eigenvalues of the covariance matris.|
|Eigenvectors||Gets the eigenvalues of the covariance matrix as columns in a matrix.|
|NumberOfFactorsToExtract||Gets the functor which returns the number of factors to retain given the eigenvalues as its first argument and the eigenvectors as its second argument.|
|VarianceProportions||Gets a vector of proportion of variance explained by each factor. The ith entry corresoponds to the ith factor.|