Principal Component Analysis.Score Matrix Property
Gets the matrix of component scores.
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> 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
InvalidOperationException | The model has not been fitted. Call the Fit() method first. |