PrincipalComponentAnalysis.GetEigenvalueThreshold Method

Returns the number of components to retain based on whether the corresponding eigenvalues are greater than the specified value.

Definition

Namespace: Extreme.Statistics.Multivariate
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
public int GetEigenvalueThreshold(
	double minimum = 1
)

Parameters

minimum  Double  (Optional)
Optional. The smallest value the eigenvalue for a component may have for the component to be retained. The default value is 1.

Return Value

Int32
The number of components to retain based on whether the corresponding eigenvalues are greater than minimum.

Exceptions

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

minimum is less than zero.

See Also