PCA Module

Namespace: FSharp.Stats.ML.Unsupervised
Assembly: FSharp.Stats.dll

Principle component analysis

Types

Type Description

PCA

Functions and values

Function or value Description

center m

Full Usage: center m

Parameters:
Returns: matrix

Normalizes each feature by substracting the corresponing mean followed by a division by its standard deviation.
The centered features of the matrix are centered around 0 and possess a standard deviation of 1.
Expects a data matrix with rows representing observations and columns representing features.

m : matrix

Returns: matrix

Example

compute m

Full Usage: compute m

Parameters:
Returns: PCA

Computes the PCA of a column centered data matrix m.
Expects a column centered data matrix m, with rows representing observations (a.k.a. samples) and columns representing features.

m : matrix

Returns: PCA

Example