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PrincipalComponentAnalysisMinimumDimension Method

Gets the minimum number of principal components that must be included to explain the given fraction of the total variance.

Namespace:  Meta.Numerics.Statistics
Assembly:  Meta.Numerics (in Meta.Numerics.dll) Version: 4.1.4
public int MinimumDimension(
	double P


Type: SystemDouble
The fraction of the variance to explain, which must lie between zero and one.

Return Value

Type: Int32
The required number of components.
See Also