 | PCFactor |
The PCFactorExtraction type exposes the following members.
Properties| Name | Description | |
|---|---|---|
 | 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. |
See Also