fn_princomp_cov.hpp File Reference

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Functions

template<typename T1 >
void princomp_cov (Mat< typename T1::elem_type > &coeff_out, Col< typename T1::pod_type > &latent_out, Col< typename T1::pod_type > &explained_out, const Base< typename T1::elem_type, T1 > &X)
 principal component analysis of a covariance matrix -- 3 arguments version coeff_out -> principal component coefficients latent_out -> principal component variances explained_out -> percentage of the total variance explained by each principal component.
template<typename T1 >
void princomp_cov (Mat< typename T1::elem_type > &coeff_out, Col< typename T1::pod_type > &latent_out, const Base< typename T1::elem_type, T1 > &X)
 principal component analysis of a covariance matrix -- 2 arguments version coeff_out -> principal component coefficients latent_out -> principal component variances
template<typename T1 >
const Op< T1, op_princomp_covprincomp_cov (const Base< typename T1::elem_type, T1 > &X)
 principal component analysis of a covariance matrix -- 1 argument version coeff_out -> principal component coefficients