| 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.
|