SuanShu, a Java numerical and statistical library

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com.numericalmethod.suanshu.stats.factor.implicitmodelpca

Class ImplicitModelPCA

    • Constructor Detail

      • ImplicitModelPCA

        public ImplicitModelPCA(Matrix R,
                                int K)
        Constructs an implicit-model that will have K implicit factors.
        Parameters:
        R - the time series of observations
        K - the number of factors
      • ImplicitModelPCA

        public ImplicitModelPCA(Matrix R)
        Constructs an implicit-model that will have one and only one implicit factors.
        Parameters:
        R - the time series of observations
      • ImplicitModelPCA

        public ImplicitModelPCA(Matrix R,
                                double varExplained)
        Constructs an implicit-model that will have the number of implicit factors such that the variance explained is bigger than a threshold
        Parameters:
        R - the time series of observations
        varExplained - the percentage of variance explained

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