﻿PCFactorExtraction Class   # 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
```public class PCFactorExtraction : IFactorExtraction,
ICloneable```

The PCFactorExtraction type exposes the following members. Constructors
NameDescription PCFactorExtraction Constructs a
C#
`PCFactorExtraction`
object which will extract factors whose eigenvalues are greater than one. PCFactorExtraction(FuncDoubleVector, DoubleMatrix, Int32) Constructs a
C#
`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.
Top Properties
NameDescription 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.
Top Methods
NameDescription Clone Returns a deep copy of self. ExtractFactors Uses the principle components algorithm for extracting factors from a covariance matrix.
Top See Also

#### Reference

CenterSpace.NMath.Core Namespace