![]() | IFactorExtraction Interface |
Namespace: CenterSpace.NMath.Core
The IFactorExtraction type exposes the following members.
Name | Description | |
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![]() | VarianceProportions |
Gets a vector of proportion of variance explained by each factor. The
ith entry corresoponds to the ith factor.
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Name | Description | |
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![]() | ExtractFactors |
Algorithm for extracting factors from a covariance matrix.
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