PCA Constructor (Matrix) |
Perform Principal Component Analysis Algorithm
and produce all vectors.
Namespace: FinMath.FactorAnalysis
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
public PCA( Matrix sourceData )
Parameters
- sourceData
- Type: FinMath.LinearAlgebraMatrix
Data source matrix. Rows of sorceData correspond to observations, columns to variables.
See Also