public class ImplicitModelPCA extends Object
Modifier and Type  Class and Description 

static class 
ImplicitModelPCA.Result
the regression results

Constructor and Description 

ImplicitModelPCA(Matrix R)
Constructs an implicitmodel that will have one and only one implicit
factors.

ImplicitModelPCA(Matrix R,
double varExplained)
Constructs an implicitmodel that will have the number of implicit
factors such that the variance explained is bigger than a threshold

ImplicitModelPCA(Matrix R,
int K)
Constructs an implicitmodel that will have K implicit factors.

public ImplicitModelPCA(Matrix R, int K)
R
 the time series of observationsK
 the number of factorspublic ImplicitModelPCA(Matrix R)
R
 the time series of observationspublic ImplicitModelPCA(Matrix R, double varExplained)
R
 the time series of observationsvarExplained
 the percentage of variance explainedpublic ImplicitModelPCA.Result run()
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