FactorTransformation Class |
Base class for factor transformations like PCA or ICA.
Inheritance HierarchyNamespace: FinMath.FactorAnalysis
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
[SerializableAttribute] public abstract class FactorTransformation
The FactorTransformation type exposes the following members.
Properties| Name | Description | |
|---|---|---|
 | OriginalVariablesCount |
Variables count in source dataset.
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| Status |
Method Status.
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| TransformedVariablesCount |
Transformed components count.
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Methods| Name | Description | |
|---|---|---|
 | Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
| GetHashCode | Serves as the default hash function. (Inherited from Object.) |
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| InverseTransform(Matrix) |
Apply computed inverse transformation to transformed component samples.
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| InverseTransform(Vector) |
Apply computed inverse transformation to transformed component sample.
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| InverseTransform(Matrix, Matrix) |
Apply computed inverse transformation to transformed component samples.
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| InverseTransform(Vector, Vector) |
Apply computed inverse transformation to transformed component sample.
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| ToString | Returns a string that represents the current object. (Inherited from Object.) |
| Transform(Matrix) |
Apply computed transformation to new observations.
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| Transform(Vector) |
Apply computed transformation to new observation.
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| Transform(Matrix, Matrix) |
Apply computed transformation to new observations.
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| Transform(Vector, Vector) |
Apply computed transformation to new observation.
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See Also