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Statistics.PCA Method ([In] TMtx, [In] TMtx, [In] TVec, [In] TVec)
Statistics Class  Statistics Members  Dew.Stats.Units Namespace  PCA Method  Example
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Performs a principal component analysis (PCA).

Syntax
C#
Visual Basic
public static void PCA([In] TMtx CovMat, [In] TMtx PC, [In] TVec EigenVec, [In] TVec VarPct);
Remarks

Perform a PCA by using the original data covariance matrix CovMat. Return the principal components in PC matrix, eigenvalues of the covariance matrix (variances) in vector EigenVec and (optional) the percentage of total variance in vector VarPct. The PC, EigenVec and VarPct dimensions are adjusted automatically.

Example
using Dew.Math; using Dew.Stats; using Dew.Stats.Units; namespace Dew.Examples { private void Example { Matrix data = new Matrix(0, 0); Matrix PC = new Matrix(0, 0); Vector Z = new Vector(0); Vector variances = new Vector(0); data.SetIt(2,4, false, new double[] { 1,3,5,2,2,5,7,9}); Statistics.Covariance(data,covMat,false); Statistics.PCA(covMat, PC, Z, variances); //requires cov matrix // Z = [29 , 0, 0 ,0 ] //variance = [100, 0, 0 ,0 ] } }
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