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PrincipalComponentsAnalyze Method (DoubleMatrix, DoubleMatrix, DoubleMatrix)

Analyzes the principal components of data in which individuals and variables have been assigned the specified weights and coefficients, respectively.

Namespace:  Novacta.Analytics
Assembly:  Novacta.Analytics (in Novacta.Analytics.dll) Version: 2.0.0
Syntax
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public static PrincipalComponents Analyze(
	DoubleMatrix data,
	DoubleMatrix individualWeights,
	DoubleMatrix variableCoefficients
)

Parameters

data
Type: Novacta.AnalyticsDoubleMatrix
The data to analyze.
individualWeights
Type: Novacta.AnalyticsDoubleMatrix
The individual weights.
variableCoefficients
Type: Novacta.AnalyticsDoubleMatrix
The variable coefficients.

Return Value

Type: PrincipalComponents
The Principal Components of the specified data.
Exceptions
ExceptionCondition
ArgumentNullExceptiondata is null.
-or-
individualWeights is null.
-or-
variableCoefficients is null.
ArgumentOutOfRangeExceptionindividualWeights is not a column vector.
-or-
variableCoefficients is not a row vector.
-or-
The Count of individualWeights is not equal to the number of rows of data.
-or-
The Count of variableCoefficients is not equal to the number of columns of data.
-or-
individualWeights entries do not sum up to 1.
-or-
Any entry of individualWeights is negative.
-or-
Any entry of variableCoefficients is not positive.
InvalidOperationException The Singular Value Decomposition needed to acquire the principal components cannot be executed or does not converge.
-or-
No principal component has positive variance. The principal information cannot be acquired.
Remarks
Rows of the data matrix correspond to individuals, columns to variables. Each row is interpreted as the coordinates of a multidimensional point with respect to a basis whose vectors are defined as follows: the square root of the weight of the j-th variable is multiplied by the j-th unit vector of the same dimension, and the result is included as a basis vector.
See Also