Statistics.BarlettTest Method

Performs the Barlett test for dimensionality of data.

public BarlettTest(TMtx Data, ref int NumDim, TVec SignifVec, double Alpha);

Parameters

Parameters	Description
Data	Data to be analyzed.
NumDim	Returns the number of dimensions needed to explain the non random variation in data.
SignifVec	Retunrs calculated significance probabilities for one, two ... variables (dimensions).
Alpha	Desired significance.

Related Topics

PCA

C# Example

using Dew.Math;
using Dew.Stat.Units;
namespace Dew.Examples
{
  private void Example()
  {
    Matrix data = new Matrix(0,0);
    Vector signifVec = new Vector(0);
    data.LoadFromFile("c:\temp\data.mtx"); // load test data
    Statistics.BarlettTest(data, out numdim, signifVec, 0.05); // Alpha = 5%
    // returns numdim and signifVec
  }
}