Copyright | (c) A. V. H. McPhail 2010, 2014 |
---|---|

License | BSD3 |

Maintainer | haskell.vivian.mcphail <at> gmail <dot> com |

Stability | provisional |

Portability | portable |

Safe Haskell | None |

Language | Haskell98 |

Principal Components Analysis

- pca :: Array Int (Vector Double) -> Double -> Matrix Double
- pcaN :: Array Int (Vector Double) -> Int -> Matrix Double
- pcaTransform :: Array Int (Vector Double) -> Matrix Double -> Array Int (Vector Double)
- pcaReduce :: Array Int (Vector Double) -> Double -> Array Int (Vector Double)
- pcaReduceN :: Array Int (Vector Double) -> Int -> Array Int (Vector Double)

# Documentation

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

find the principal components of multidimensional data greater than the threshhold

pcaN :: Array Int (Vector Double) -> Int -> Matrix Double Source

find N greatest principal components of multidimensional data according to size of the eigenvalue

:: 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