Statistics.MDScaleMetric Method

procedure MDScaleMetric(const D: TMtx; const Y: TMtx; const EigenValues: TVec; const NumDim: Integer);

Classical multidimensional scaling.

#NameDescription
1DDistance matrix.
2YReturns the coordinates of object in reduced space.>
3EigenValues
4NumDimDefines number of dimensions/variables to use in classical MD scaling algorithm.

Result: stored in self (calling object)

Examples
Uses MtxExpr,Math387,Statistics;
procedure Example;
var D,Y,X,DHat: Matrix;
Eigen: Vector;
stress: double;
begin
    X.SetIt(5,2,false,[1,2,3,4,3,11,7,8,9,4]);
    // Use all dimensions i.e. 2
    PairwiseDistance(X,D,2);
    // Reduce to just one variable (1d subspace)
    MDScaleMetric(D,Y,Eigen,1);
    // Calculate estimated distance matrix
    PairwiseDistance(Y,DHat,1);
    // Calculate stress - measure of GOF
    stress := MDScaleStress(D,DHat);
    // if stress > 0.2, the GOF is poor.
end;
See Also: Statistics.MDScaleStress