public class ImplicitModelPCA extends Object
Modifier and Type | Class and Description |
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static class |
ImplicitModelPCA.Result
the regression results
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Constructor and Description |
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ImplicitModelPCA(Matrix R)
Constructs an implicit-model that will have one and only one implicit
factors.
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ImplicitModelPCA(Matrix R,
double varExplained)
Constructs an implicit-model that will have the number of implicit
factors such that the variance explained is bigger than a threshold
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ImplicitModelPCA(Matrix R,
int K)
Constructs an implicit-model that will have K implicit factors.
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public ImplicitModelPCA(Matrix R, int K)
R
- the time series of observationsK
- the number of factorspublic ImplicitModelPCA(Matrix R)
R
- the time series of observationspublic ImplicitModelPCA(Matrix R, double varExplained)
R
- the time series of observationsvarExplained
- the percentage of variance explainedpublic ImplicitModelPCA.Result run()
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