Statistics.PCAResiduals Method

void PCAResiduals(TMtx Data, Int32 NumPC, TMtx Residuals)

PC residuals.

#NameTypeDescription
1DataTMtxsource TMtx
2NumPCInt32
3ResidualsTMtxsource TMtx

Result: stored in self (calling object)

Remarks:

Constructs the residuals, copied from NumPC principal components of Data, where Data columns are variables and rows are the observables. An exception is raised if NumPC is more or equal than the number of Data columns (number of variables). The Rows, Cols and Complex properties of the Residuals matrix are adjusted automatically.

See Also: Statistics.PCA