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MultivariatePrincipalComponentAnalysis Method (IReadOnlyListIReadOnlyListDouble)

Performs a principal component analysis of the multivariate sample.

Namespace:  Meta.Numerics.Statistics
Assembly:  Meta.Numerics (in Meta.Numerics.dll) Version: 4.0.5.0 (4.0.5.0)
Syntax
public static PrincipalComponentAnalysis PrincipalComponentAnalysis(
	this IReadOnlyList<IReadOnlyList<double>> columns
)

Parameters

columns
Type: System.Collections.GenericIReadOnlyListIReadOnlyListDouble
The set of columns to analyze.

Return Value

Type: 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).
Exceptions
ExceptionCondition
ArgumentNullExceptioncolumns or one of its members is .
DimensionMismatchExceptionThe columns do not all have the same number of entries.
InsufficientDataExceptionThe number of entries is less than the number of columns.
ArgumentNullExceptioncolumns, or one of the columns in it, is .
DimensionMismatchExceptionNot all of the columns in columns have the same length.
InsufficientDataExceptionThere are fewer rows than columns.
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.

See Also