PrincipalComponentAnalysisMinimumDimension Method

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

Definition

Namespace: Meta.Numerics.Statistics
Assembly: Meta.Numerics (in Meta.Numerics.dll) Version: 4.2.0+6d77d64445f7d5d91b12e331399c4362ecb25333
C#
public int MinimumDimension(
	double P
)

Parameters

P  Double
The fraction of the variance to explain, which must lie between zero and one.

Return Value

Int32
The required number of components.

See Also