Principal components analysis
Computed using SVD of the centred data matrix rather than from the spectral decomposition of the covariance matrix. eg. More like the R function "prcomp" than the R function "princomp".
NOTE: .loadings are transposed relative to the PCA function in Breeze
- Value Params
- colNames
Sequence of column names of mat
- mat
Data matrix with rows corresponding to observations and columns corresponding to variables
- Returns
An object of type Pca with methods such as .loadings, .scores, .sdev and .summary
- Companion
- object
Value members
Concrete methods
Inherited methods
Concrete fields
Loadings/rotation matrix. Note that this is the TRANSPOSE of the corresponding Breeze method. But this is the usual way the rotations are reported. See how the .summary method labels the rows and columns if you are confused.
Loadings/rotation matrix. Note that this is the TRANSPOSE of the corresponding Breeze method. But this is the usual way the rotations are reported. See how the .summary method labels the rows and columns if you are confused.
Proportion of variance explained by each principal component
Proportion of variance explained by each principal component