FactorAnalysis.FactorThreshold Property

Gets or sets the threshold value for automatically determining the number of factors to be extracted.

Definition

Namespace: Extreme.Statistics.Multivariate
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
public double FactorThreshold { get; set; }

Property Value

Double

Remarks

The exact meaning of this value depends on the value of the FactorCountMethod property. When is it set to Automatic, the number of factors is the number of eigenvalues greater than the threshold. When it is set to AutomaticRelativeToMean, the number of factors is ther number of eigenvalues greater than the threshold times the mean of the eigenvalues. Otherwise, this value is ignored.

See Also