Deedle


PCA

Namespace: Deedle.Math

Nested types and modules

TypeDescription
t<'a>

Functions and values

Function or valueDescription
eigenValues(pca)
Signature: pca:t<'?694182> -> Series<string,float>
Type parameters: '?694182

The eigen values of the PCA transformation.

eigenVectors(pca)
Signature: pca:t<'?694184> -> Frame<'?694184,string>
Type parameters: '?694184

The eigen vectors of the PCA transformation.

normalizeColumns(df)
Signature: df:Frame<'a,'b> -> Frame<'a,'b>
Type parameters: 'a, 'b

Normalizes the columns in the dataframe using a z-score. That is (X - mean) / (std. dev)

pca(dataFrame)
Signature: dataFrame:Frame<'?694193,'?694194> -> t<'?694194>
Type parameters: '?694193, '?694194

Computes the principal components from the data frame. The principal components are listed from PC1 .. PCn Where PC1 explains most of the variance.

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