PrincipalComponentsAnalyze(DoubleMatrix, DoubleMatrix, DoubleMatrix) Method

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

Definition

Namespace: Novacta.Analytics
Assembly: Novacta.Analytics (in Novacta.Analytics.dll) Version: 2.1.0+428f3840cfab98dda567bb0ed350b302533e273a

C#

public static PrincipalComponents Analyze(
	DoubleMatrix data,
	DoubleMatrix individualWeights,
	DoubleMatrix variableCoefficients
)

VB

Public Shared Function Analyze ( 
	data As DoubleMatrix,
	individualWeights As DoubleMatrix,
	variableCoefficients As DoubleMatrix
) As PrincipalComponents

C++

public:
static PrincipalComponents^ Analyze(
	DoubleMatrix^ data, 
	DoubleMatrix^ individualWeights, 
	DoubleMatrix^ variableCoefficients
)

F#

static member Analyze : 
        data : DoubleMatrix * 
        individualWeights : DoubleMatrix * 
        variableCoefficients : DoubleMatrix -> PrincipalComponents

Parameters

data DoubleMatrix: The data to analyze.
individualWeights DoubleMatrix: The individual weights.
variableCoefficients DoubleMatrix: The variable coefficients.

Return Value

PrincipalComponents
The Principal Components of the specified data.

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.

Exceptions

ArgumentNullException	data is null. -or- individualWeights is null. -or- variableCoefficients is null.
ArgumentOutOfRangeException	individualWeights 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.