Class AverageImplicitModelPCA


  • public class AverageImplicitModelPCA
    extends ExplicitImplicitModelPCA
    This decomposes the observations into a model of one explicit factor, the average observation per subject, and implicit factors.
    • Constructor Detail

      • AverageImplicitModelPCA

        public AverageImplicitModelPCA​(Matrix R,
                                       int K)
        Constructs an explicit-implicit model for a time series of vectored observations
        Parameters:
        R - a time series of vectored observations
        K - the number of implicit factors
      • AverageImplicitModelPCA

        public AverageImplicitModelPCA​(Matrix R,
                                       double varExplained)
        Constructs an explicit-implicit model for a time series of vectored observations
        Parameters:
        R - a time series of vectored observations
        varExplained - the percentage of variance explained