public interface PCA
Modifier and Type  Method and Description 

Vector 
cumulativeProportionVar()
Gets the cumulative proportion of overall variance explained by the principal components

Vector 
loading(int i)
Gets the loading vector of the ith principal component.

Matrix 
loadings()
Gets the matrix of variable loadings.

Vector 
mean()
Gets the sample means that were subtracted.

int 
nFactors()
Gets the number of variables in the original data.

int 
nObs()
Gets the number of observations in the original data; sample size.

Vector 
proportionVar()
Gets the proportion of overall variance explained by each of the principal components.

double 
proportionVar(int i)
Gets the proportion of overall variance explained by the ith principal component.

Vector 
scale()
Gets the scalings applied to each variable.

Matrix 
scores()
Gets the scores of supplied data on the principal components.

double 
sdPrincipalComponent(int i)
Gets the standard deviation of the ith principal component.

Vector 
sdPrincipalComponents()
Gets the standard deviations of the principal components
(i.e., the square roots of the eigenvalues of the correlation (or covariance) matrix).

Matrix 
X()
Gets the (possibly centered and/or scaled) data matrix X used for the PCA.

int nObs()
int nFactors()
Vector mean()
Vector scale()
Matrix X()
Vector sdPrincipalComponents()
double sdPrincipalComponent(int i)
i
 an index, counting from 1Matrix loadings()
Vector loading(int i)
i
 an index, counting from 1Vector proportionVar()
double proportionVar(int i)
i
 an index, counting from 1Vector cumulativeProportionVar()
Matrix scores()
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