Class PCA

Creates new PCA (Principal Component Analysis) from the dataset

Param

dataset or covariance matrix.

Param

Param

true if the dataset is a covariance matrix.

Param

select which method to use: SVD (default), covarianceMatrix or NIPALS.

Param

number of components to be computed with NIPALS.

Param

should the data be centered (subtract the mean).

Param

should the data be scaled (divide by the standard deviation).

Param

ignore columns with zero variance if scale is true.

Hierarchy

  • PCA

Constructors

  • Parameters

    Returns PCA

Methods

  • Returns the cumulative proportion of variance

    Returns number[]

  • Returns the Eigenvalues (on the diagonal)

    Returns number[]

  • Returns the Eigenvectors of the covariance matrix

    Returns Matrix

  • Returns the proportion of variance for each component

    Returns number[]

  • Returns the loadings matrix

    Returns Matrix

  • Returns the standard deviations of the principal components

    Returns number[]

  • Calculates the inverse PCA transform

    Parameters

    • dataset: Matrix

    Returns Matrix

    dataset projected in the PCA space

  • Project the dataset into the PCA space

    Parameters

    Returns Matrix

    dataset projected in the PCA space