PCA Properties

(V) Matrix consisting of the set of all eigenvectors of covariance matrix, one eigenvector per column.

(g) Vector of cumulative energy content for each eigenvector.

(d) Vector consisting of the set of all eigenvalues of CovarianceMatrix.

(inverseW) PseudoInverse of Matrix of basis vectors, one vector per column, where each basis vector is one of the eigenvectors of CovarianceMatrix, and where the vectors in TransformationMatrix are a sub-set of those in AllEigenVectors.

(u) Vector of empirical means, one mean for each column of the data matrix.

Specify this flag if you need new observations to be centered before transform in Transform \ InverseTransform

Variables count in source dataset.

Method Status.

(W) Matrix of basis vectors, one vector per column, where each basis vector is one of the eigenvectors of CovarianceMatrix, and where the vectors in TransformationMatrix are a sub-set of those in AllEigenVectors.

Transformed components count.