PrincipalComponentAnalysis.ScoreMatrix Property

Gets the matrix of component scores.

Definition

Namespace: Extreme.Statistics.Multivariate
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
public Matrix<double> ScoreMatrix { get; }

Property Value

Matrix<Double>
A matrix.

Remarks

The component scores of an observation are the coefficients of the linear combination of components that result in the observation. In other words: they are the values of the observation in terms of the principal components.

From the perspective of the Principal Component Analysis as a transformation, the score matrix is the result of the transformation of the input.

Exceptions

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

See Also