Statistics.BartlettTest Method

void BartlettTest(TMtx Data, ref Int32 NumDim, TVec SignifVec, Double Alpha)

Performs the Bartlett test for dimensionality of data.

#NameDescription
1DataData to be analyzed.
2NumDimReturns the number of dimensions needed to explain the non random variation in data. If NumDim is less than zero, the test cannot be applied to this data.
3SignifVecReturns calculated significance probabilities for one, two ... variables (dimensions).
4AlphaDesired significance.

Result: stored in self (calling object)

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