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PCFactorExtraction Properties

The PCFactorExtraction type exposes the following members.

Public propertyComponentMatrix 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.
Public propertyCovarianceMatrix Gets the covariance matrix whose eigenvalues are computed.
Public propertyEigenvalues Gets the eigenvalues of the covariance matris.
Public propertyEigenvectors Gets the eigenvalues of the covariance matrix as columns in a matrix.
Public propertyNumberOfFactorsToExtract 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.
Public propertyVarianceProportions Gets a vector of proportion of variance explained by each factor. The ith entry corresoponds to the ith factor.
See Also