Interface | Description |
---|---|
PrincipalComponentAnalysis.ComponentSelector |
Interface for classes capable of selecting a subset of the PCA components
|
Class | Description |
---|---|
CovarPrincipalComponentAnalysis |
Naive Principle Component Analysis performed by directly calculating
the covariance matrix and then performing an Eigen decomposition.
|
PrincipalComponentAnalysis |
Abstract base class for PCA implementations.
|
PrincipalComponentAnalysis.EnergyThresholdComponentSelector |
PrincipalComponentAnalysis.ComponentSelector that selects a subset of the principal
components such that all remaining components have a cumulative energy
less than the given value. |
PrincipalComponentAnalysis.NumberComponentSelector |
PrincipalComponentAnalysis.ComponentSelector that selects the n-best components. |
PrincipalComponentAnalysis.PercentageEnergyComponentSelector |
PrincipalComponentAnalysis.ComponentSelector that selects a subset of the principal
components such that all remaining components have a certain percentage
cumulative energy of the total. |
SvdPrincipalComponentAnalysis |
Compute the PCA using an SVD without actually constructing the covariance
matrix.
|
ThinSvdPrincipalComponentAnalysis |
Compute the PCA using a thin SVD to extract the best-n principal
components directly.
|