PrincipalComponentAnalysis.ComponentMatrix Property

Gets the matrix whose columns contain the principal components.

Definition

Namespace: Numerics.NET.Statistics.Multivariate
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.0
C#
public Matrix<double> ComponentMatrix { get; }

Property Value

Matrix<Double>
A matrix.

Remarks

The columns of the matrix contain the components. They are scaled by the square root of the corresponding eigenvalue, which means they can be used directly in combination with the ScoreMatrix to compute the predicted values based on the most significant components only.

Exceptions

InvalidOperationException

The model has not been fitted. Call the Fit() method first.

See Also