PrincipalComponentsAnalyze(DoubleMatrix, DoubleMatrix) Method

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

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
)

VB

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

C++

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

F#

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

Parameters

data DoubleMatrix: The data to analyze.
individualWeights DoubleMatrix: The individual weights.

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 the standard basis.

Exceptions

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