pca.hpp File Reference

#include <memory_resource>
#include <nk/value/value.hpp>
#include <tuple>

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Functions
std::tuple< Value, Value, Value, Value, Value, Value >	nk::stats::pca (const Value &X, std::pmr::memory_resource *mr=nullptr)
	Principal Component Analysis ([coeff, score, latent, tsquared, explained, mu] = pca(X)).
std::tuple< Value, Value, Value >	nk::stats::pcacov (const Value &C, std::pmr::memory_resource *mr=nullptr)
	PCA from a precomputed covariance matrix ([coeff, latent, explained] = pcacov(C)).
Value	nk::stats::pcares (const Value &X, int ndim, std::pmr::memory_resource *mr=nullptr)
	PCA residuals (res = pcares(X, ndim)).