TMtxPCA Class — Dew Stats

public class TMtxPCA : TMtxComponent

Performs Principle Component Analysis (PCA).

Principal Components Analysis - PCA - is a data analysis tool that is usually used to reduce the dimensionality (number of variables) of a large number of interrelated variables, while retaining as much of the information (variation) as possible. PCA calculates an uncorrelated set of variables (factors or PCs). These factors are ordered so that the first few retain most of the variation present in all of the original variables.

The PCA procedure is reduced to an eigenvalue-eigenvector problem. PCA routines perform a PCA on either a correlation or a covariance matrix. Data matrix can be either "raw" data or pre-calculated correlation/covariance matrix.

How to use TMtxPCA component?

Drop a TMtxPCA component on the form.
By setting the Dew.Stats.TMtxPCA.PCAMode property define whether PCA will use correlation or covariance matrix to calculate PCA.
Define the actual Dew.Stats.TMtxPCA.Data (by changing Data matrix values).
Call the Dew.Stats.TMtxPCA.Recalc method to calculate PCA results.

Results:

Dew.Stats.TMtxPCA.EigValues - Data eigenvalues
Dew.Stats.TMtxPCA.PC - Data eigenvectors
Dew.Stats.TMtxPCA.TotalVarPct - the percentage of the total variation in the variables (columns)
Dew.Stats.TMtxPCA.ZScores - Z-Scores (eigenvectors in PC space).

Examples

csharp

using Dew.Stats;
using Dew.Stats.Units;
using Dew.Math;
namespace Dew.Examples
{
    private void Example(StatTools.TMtxPCA MtxPCA1)
    {
        // ...
        MtxPCA1.Data.SetIt(4,3,false,new double[]
            {1,2,3,
            5,7,9,
            1,11,13,
            3,7,4});
        MtxPCA1.PCAMode = TPCAMode.PCARawData; // using data matrix to evaluate PCA
        MtxPCA1.Recalc(); // force recalculation
        // ...
    }
}

Properties

Name	Type	Description
AutoUpdate	Boolean	If true then changing any of the TMtxPCA properties will trigger the Dew.Stats.TMtxPCA.Recalc method.
BlockAssign	Boolean	Block streaming of specific properties when storing only a "template".
Data	TMtx	Defines the data to be analyzed by PCA.
Dirty	Boolean	When any of the TMtxPCA properties changes, this property is automatically set to true.
EditorActive	Boolean	Returns True, if the component editor is displayed.
EigValues	TVec	Returns the eigenvalues.
PC	TMtx	Returns the principal components (PC).
PCAMode	TPCAMode	PCA type.
Reference	TReferenceList	Stores a list of components that have to be notified, when this component is destroyed.
TotalVarPct	TVec	Returns the percentage of the total variation in the variables.
ZScores	TMtx	Returns the Z-Scores.

Methods

Name	Description
AllowStreaming	Returns the negatated value of BlockAssign.
Assign	Assign values of all published properties from Source.
AssignTemplate	Assign values of "template-like" published properties from Source.
EditorClass	To be overriden in descendanr classses.
LoadFromStream	Load the component from Src stream.
LoadTemplateFromFile	Load a template from file.
LoadTemplateFromStream	Load a template from stream.
Recalc	Triggers PCA recalculation.
Reset	Reset is called after loading the data from stream or file.
SaveTemplateToFile	Save template to file.
SaveTemplateToStream	Save template to stream.
SaveToStream	Save the component to Dst stream.