Statistics: Array;
Statistics: System.Array;
The Statistics property returns eigenvalues and statistics.
Array elements:
[i, 0]. Eigenvalue.
[i, 1]. Variance.
[i, 2]. Cumulative variance.
[i, 3]. Chi-square statistic.
[i, 4]. Number of degrees of freedom for chi-square statistics.
[i, 5]. Probability for chi square statistics.
Where i is the index of the principal component. Component indexation is continuous starting with zero.
Use the ISmSingularSpectrumAnalysis.PCCount and ISmSingularSpectrumAnalysis.MatrixAlignmentType properties to get the number of principal components (PC). If the value of ISmSingularSpectrumAnalysis.MatrixAlignmentType equals to:
AlignmentType.NoAlignment, the number of PC = ISmSingularSpectrumAnalysis.PCCount;
AlignmentType.SingleAlignment, the number of PC = ISmSingularSpectrumAnalysis.PCCount+1, as the total average is used as an additional principal component.
AlignmentType.DoubleAlignment, the number of PC = ISmSingularSpectrumAnalysis.PCCount+2, as total and intraclass averages are used as additional principal components.
The property use is given in the example for ISmSingularSpectrumAnalysis.Fitted.
See also: