PCFactorExtraction Class 
Namespace: CenterSpace.NMath.Core
The PCFactorExtraction type exposes the following members.
Name  Description  

PCFactorExtraction 
Constructs a PCFactorExtraction  
PCFactorExtraction(FuncDoubleVector, DoubleMatrix, Int32) 
Constructs a PCFactorExtraction 
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.

Name  Description  

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