Package | Description |
---|---|
dev.nm.stat.factor.pca |
Modifier and Type | Class and Description |
---|---|
class |
PCAbyEigen
This class performs Principal Component Analysis (PCA) on a data matrix,
using eigen decomposition on the correlation or covariance matrix.
|
class |
PCAbySVD
This class performs Principal Component Analysis (PCA) on a data matrix,
using the preferred Singular Value Decomposition (SVD) method.
|
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