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PrincipalComponentsAnalyze Method (DoubleMatrix, DoubleMatrix)

Analyzes the principal components of data in which individuals have received the specified weights.

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

Parameters

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

Return Value

Type: PrincipalComponents
The Principal Components of the specified data.
Exceptions
ExceptionCondition
ArgumentNullExceptiondata is null.
-or-
individualWeights is null.
ArgumentOutOfRangeExceptionindividualWeights is not a column vector.
-or-
The Count of individualWeights is not equal to the number of rows of data.
-or-
individualWeights entries do not sum up to 1.
-or-
Any entry of individualWeights is negative.
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 the standard basis.
See Also