MultivariatePrincipalComponentAnalysis(IReadOnlyListIReadOnlyListDouble) Method

Performs a principal component analysis of the multivariate sample.

Definition

Namespace: Meta.Numerics.Statistics
Assembly: Meta.Numerics (in Meta.Numerics.dll) Version: 4.2.0+6d77d64445f7d5d91b12e331399c4362ecb25333

C#

public static PrincipalComponentAnalysis PrincipalComponentAnalysis(
	this IReadOnlyList<IReadOnlyList<double>> columns
)

VB

<ExtensionAttribute>
Public Shared Function PrincipalComponentAnalysis ( 
	columns As IReadOnlyList(Of IReadOnlyList(Of Double))
) As PrincipalComponentAnalysis

C++

public:
[ExtensionAttribute]
static PrincipalComponentAnalysis^ PrincipalComponentAnalysis(
	IReadOnlyList<IReadOnlyList<double>^>^ columns
)

F#

[<ExtensionAttribute>]
static member PrincipalComponentAnalysis : 
        columns : IReadOnlyList<IReadOnlyList<float>> -> PrincipalComponentAnalysis

Parameters

columns IReadOnlyListIReadOnlyListDouble: The set of columns to analyze.

Return Value

PrincipalComponentAnalysis
The result of the principal component analysis.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type IReadOnlyListIReadOnlyListDouble. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).

Remarks

For background on principal component analysis, see the remarks at PrincipalComponentAnalysis.

Note that the columns argument is column-oriented, i.e. it is a list of columns, not row-oriented, i.e. a list of rows. Either of these would match the method signature, but only column-oriented inputs will produce correct results.

Exceptions

ArgumentNullException	columns or one of its members is .
DimensionMismatchException	The columns do not all have the same number of entries.
InsufficientDataException	The number of entries is less than the number of columns.
ArgumentNullException	columns, or one of the columns in it, is .
DimensionMismatchException	Not all of the columns in columns have the same length.
InsufficientDataException	There are fewer rows than columns.