Numeric.Statistics.PCA

Principal Components Analysis

Documentation

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

find the principal components of multidimensional data greater than the threshhold

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

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

pcaTransform

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

pcaReduce

Arguments

:: Array Int (Vector Double)

the data

-> Double

eigenvalue threshold

-> Array Int (Vector Double)

the reduced data

perform a dimension-reducing PCA modification, using an eigenvalue threshhold

pcaReduceN

Arguments

:: Array Int (Vector Double)

the data

-> Int

N, the number of components

-> Array Int (Vector Double)

the reduced data, with n principal components

perform a dimension-reducing PCA modification, using N components