PCFactorExtraction Class

Class implementing the principle components (PC) algorithm for factor extraction when performing factor analysis. Used as a class type parameter for the factor analysis classes.

Inheritance Hierarchy

SystemObject
CenterSpace.NMath.CorePCFactorExtraction

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4

Syntax

C++

Copy

public class PCFactorExtraction : IFactorExtraction, 
	ICloneable

Public Class PCFactorExtraction
	Implements IFactorExtraction, ICloneable

public ref class PCFactorExtraction : IFactorExtraction, 
	ICloneable

type PCFactorExtraction = 
    class
        interface IFactorExtraction
        interface ICloneable
    end

The PCFactorExtraction type exposes the following members.

Constructors

	Name	Description
	PCFactorExtraction	Constructs a C# Copy PCFactorExtraction object which will extract factors whose eigenvalues are greater than one.
	PCFactorExtraction(FuncDoubleVector, DoubleMatrix, Int32)	Constructs a C# Copy 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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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.

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Methods

	Name	Description
	Clone	Returns a deep copy of self.
	ExtractFactors	Uses the principle components algorithm for extracting factors from a covariance matrix.

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Reference

CenterSpace.NMath.Core Namespace