Principal Component Analysis.Component Matrix Property
Gets the matrix whose columns contain the principal components.
Definition
Namespace: Extreme.Statistics.Multivariate
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
A matrix.
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
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. |