Statistics.MDScaleMetric Method

Result: stored in self (calling object)

Copyusing Dew.Math;
using Dew.Stats;
using Dew.Stats.Units;
namespace Dew.Examples
{
    private void Example()
    {
        Matrix X = new Matrix(0,0);
        Matrix Y = new Matrix(0,0);
        Matrix D = new Matrix(0,0);
        Matrix DHat = new Matrix(0,0);
        Vector eigen = new Vector(0);
        X.SetIt(5,2,false,new double[] {1,2,3,4,3,11,7,8,9,4});
        // Use all dimensions i.e. 2
        Statistics.PairwiseDistance(X,D,2,TPWDistMethod.pwdistEuclidian);
        // Reduce to just one variable (1d subspace)
        Statistics.MDScaleMetric(D,Y,eigen,1);
        // Calculate estimated distance matrix
        Statistics.PairwiseDistance(Y,DHat,1,TPWDistMethod.pwdistEuclidian);
        // Calculate stress - measure of GOF
        double stress = Statistics.MDScaleStress(D,DHat);
        // if stress > 0.2, the GOF is poor.
    }
}