public interface PCA
Modifier and Type | Method and Description |
---|---|
Vector |
cumulativeProportionVar()
Gets the cumulative proportion of overall variance explained by the
principal components
|
Vector |
loading(int i)
Gets the loading vector of the i-th principal component.
|
Matrix |
loadings()
Gets the matrix of variable loadings.
|
Vector |
mean()
Gets the sample means that were subtracted.
|
int |
nFactors()
Gets the number of variables in the original data.
|
int |
nObs()
Gets the number of observations in the original data; sample size.
|
Vector |
proportionVar()
Gets the proportion of overall variance explained by each of the
principal components.
|
double |
proportionVar(int i)
Gets the proportion of overall variance explained by the i-th
principal component.
|
Vector |
scale()
Gets the scalings applied to each variable.
|
Matrix |
scores()
Gets the scores of supplied data on the principal components.
|
double |
sdPrincipalComponent(int i)
Gets the standard deviation of the i-th principal component.
|
Vector |
sdPrincipalComponents()
Gets the standard deviations of the principal components (i.e., the
square roots of the eigenvalues of the correlation (or covariance)
matrix).
|
Matrix |
X()
Gets the (possibly centered and/or scaled) data matrix X used for
the PCA.
|
int nObs()
int nFactors()
Vector mean()
Vector scale()
Matrix X()
Vector sdPrincipalComponents()
double sdPrincipalComponent(int i)
i
- an index, counting from 1Matrix loadings()
Vector loading(int i)
i
- an index, counting from 1Vector proportionVar()
double proportionVar(int i)
i
- an index, counting from 1Vector cumulativeProportionVar()
Matrix scores()
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