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Stats Master VCL
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Example

In this example we derive the covariance matrix from original data and get the same results as in first example.

Uses Statistics, MtxExpr;
procecure Example;
var Data, PC: Matrix;
    Variances,VarPercent : Vector;
begin
    Data.SetIt(2,4,false,[1,3,5,2
                        2,5,7,9]);

  PCA(data,PC,Variances,VarPercent,PCCovMat);  //works on raw data
  // ... Variances  = [29,0,0,0]
  // VarPercent = [100,0,0,0]
end;
#include "Statistics.hpp"
#include "MtxExpr.hpp"
void __fastcall Example()
{
  sMatrix data, PC;
  sVector variances, varPercent;
    data.SetIt(2,4,false,OPENARRAY(double,
                        (1,3,5,2,
                        2,5,7,9)));

  PCA(data,PC,variances,varPercent,TPCAMode::PCACovMat); //works on raw data
  // ... variances  = [29,0,0,0]
  // varPercent = [100,0,0,0]
}
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