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au.id.cxd.math.model.components

PrincipleComponentsAnalysis

Related Docs: object PrincipleComponentsAnalysis | package components

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class PrincipleComponentsAnalysis extends AnyRef

implement operations to support PCA

generate the PCA of the correlation matrix for the sphereised data.

The opertion returns a tuple of:

(eigenValues, eigenVectors, varExplained, projection)

Created by cd on 10/07/2016.

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  1. new PrincipleComponentsAnalysis(scale: Boolean = true)

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  15. def op(X: DenseMatrix[Double]): (DenseVector[Double], DenseMatrix[Double], DenseVector[Double], DenseMatrix[Double])

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  16. final def synchronized[T0](arg0: ⇒ T0): T0

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