hstatistics-0.2.2.10: Statistics

Portabilityportable
Stabilityprovisional
Maintainerhaskell.vivian.mcphail <at> gmail <dot> com

Numeric.Statistics.PCA

Description

Principal Components Analysis

Synopsis

Documentation

pca :: Array Int (Vector Double) -> Double -> Matrix DoubleSource

find the n principal components of multidimensional data

pcaTransformSource

Arguments

:: Array Int (Vector Double)

the data

-> Matrix Double

the principal components

-> Array Int (Vector Double)

the transformed data

perform a PCA transform of the original data (remove mean) | Final = M^T Data^T

pcaReduceSource

Arguments

:: Array Int (Vector Double)

the data

-> Double

eigenvalue threshold

-> Array Int (Vector Double)

the reduced data, with n principal components

perform a dimension-reducing PCA modification