ISmPrincipalComponentAnalysis

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The ISmPrincipalComponentAnalysis interface defines the parameters of principal component analysis method.

Inheritance Hierarchy

          IStatMethod

          ISmPrincipalComponentAnalysis

Comments

Principal Component Analysis (PCA) is used to reveal hidden generalizing characteristics of the analyzed process. The method is used for feature selection by selecting main components from the input data.

Properties

	Property name	Brief description
	Analysis	The Analysis property determines analysis parameters.
	CalcCovariance	The CalcCovariance property determines the method used to calculate the standard deviation.
	IncludeAverages	The IncludeAverages property determines whether intraclass and total averages should be used as additional components.
	MatrixAlignmentType	The MatrixAlignmentType property determines type of centering for the input data matrix.
	MissingData	The MissingData property determines missing data treatment parameters.
	Objects	The Objects property determines source data (a set of variables).
	P	The P property returns eigenvectors of the principal components.
	ScoreType	The ScoreType property determines the type of a condition applied to principal components.
	Statistics	The Statistics property returns eigenvalues and statistics.
	V	The V property returns principal component values.
	VAdj	The VAdj property returns the principal component values calculated as linear combinations of source series and eigenvectors.
	Weights	The Weights property sets weight coefficients for observations.

Properties inherited from IStatMethod

	Property name	Brief description
	DisplayName	The DisplayName property returns the displayed method name.
	ErrorByStatus	The ErrorByStatus property returns an error message by the error number.
	Errors	The Errors property returns a message with all the errors and warnings.
	Name	The Name property returns the internal method name.
	PerformanceTime	The PerformanceTime property returns method execution time.
	Status	The Status property returns the method execution status.
	SupportsR	The SupportsR property returns whether statistical method can be calculated via R package.
	UseR	The UseR property determines whether statistical method is calculated via the R package.
	WarningByStatus	The WarningByStatus property returns a warning text by its number.
	Warnings	The Warnings property returns the warnings that occurred at method calculation.
	WarningsCount	The WarningsCount property returns the number of warnings that occurred at the method calculation.
	WarningsNumbers	The WarningsNumbers property returns numbers of warnings that occurred at the method calculation.

Methods inherited from IStatMethod

	Method Name	Brief description
	Clone	The Clone method clones a statistical method object.
	Execute	The Execute method executes a statistical method.
	LoadFromXML	The LoadFromXML method loads statistical method settings from XML code.
	SaveToXML	The SaveToXML method unloads statistical method settings to XML code.

See also:

Stat Assembly Interfaces | Principal components