NMath Reference Guide

## PCFactor |

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

Syntax

The PCFactorExtraction type exposes the following members.

Constructors

Name | Description | |
---|---|---|

PCFactorExtraction |
Constructs a C# PCFactorExtraction | |

PCFactorExtraction(FuncDoubleVector, DoubleMatrix, Int32) |
Constructs a C# PCFactorExtraction |

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. |

Methods

Name | Description | |
---|---|---|

Clone | Returns a deep copy of self. | |

ExtractFactors | Uses the principle components algorithm for extracting factors from a covariance matrix. |

See Also