Statistics.BartlettTest Method

procedure BartlettTest(const Data: TMtx; out NumDim: Integer; const SignifVec: TVec; const Alpha: Double);

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
procedure BartlettReport;
var NumDim,i: Integer;
SignifVec: Vector;
Data: Matrix;
begin
    // Bartlett test for dimensionality
    Data.LoadFromFile('c:\temp\data.mtx'); // load test data
    BartlettTest(Data,NumDim,SignifVec); // Alpha = 5 %
    // returns NumDim and SignifVec
end;
See Also: Statistics.PCA