ISmPrincipalComponentAnalysis.CalcCovariance

The CalcCovariance property determines the method used to calculate the standard deviation.

Comments

The value of this property is used only if type of source data analysis is selected as Correlation matrix of source data (ISlAnalysis.Type).

By default, the standard deviation is calculated based on a universal set (GeneralCovariance).

Example

Sub UserProc;
Var
    pc: SmPrincipalComponentAnalysis;
    Obj: ISlSeries;
    d0, d1, d2: Double;
    i, res: Integer;
    ar1,ar2,ar3: Array Of Double;
Begin
    pc := New SmPrincipalComponentAnalysis.Create;
    pc.MissingData.Method := MissingDataMethod.AnyValue;
    ar1 := New Double[10];
    ar2 := New Double[10];
    ar3 := New Double[10];
    // values ar1, ar2, ar3
    ar1[0] := 7.0000; ar2[0] := 4.0000; ar3[0] := 3.0000;
    ar1[1] := 4.0000; ar2[1] := 1.0000; ar3[1] := 8.0000;
    ar1[2] := 6.0000; ar2[2] := 3.0000; ar3[2] := 5.0000;
    ar1[3] := 8.0000; ar2[3] := 6.0000; ar3[3] := 1.0000;
    ar1[4] := 8.0000; ar2[4] := 5.0000; ar3[4] := 7.0000;
    ar1[5] := 7.0000; ar2[5] := 2.0000; ar3[5] := 9.0000;
    ar1[6] := 5.0000; ar2[6] := 3.0000; ar3[6] := 3.0000;
    ar1[7] := 9.0000; ar2[7] := 5.0000; ar3[7] := 8.0000;
    ar1[8] := 7.0000; ar2[8] := 4.0000; ar3[8] := 5.0000;
    ar1[9] := 8.0000; ar2[9] := 2.0000; ar3[9] := 2.0000;
    Obj := pc.Objects;
    Obj.Add.Value := ar1;
    Obj.Add.Value := ar2;
    Obj.Add.Value := ar3;
    pc.Analysis.Type := AnalysisType.Correlation;
    pc.CalcCovariance := CalcCovarianceType.SampleCovariance;
    pc.ScoreType := PCAScoreType.Stand;
    res := pc.Execute;
    If res <> 0 Then
        Debug.WriteLine(pc.Errors);
    Else
        Debug.WriteLine("Eigenvectors: ");
        For i := 1 To 3 Do
            d0 := pc.P[0, i - 1];
            d1 := pc.P[1, i - 1];
            d2 := pc.P[2, i - 1];
            Debug.AssertMsg(False, "Principal component No." + i.ToString + ": " + d0.ToString + " " + d1.ToString + " " + d2.ToString);
        End For;
        Debug.WriteLine("================================");
        Debug.WriteLine("Values of principal components: ");
        Debug.AssertMsg(False, "Principal component №1, №2, №3");
        For i := 1 To pc.v.GetUpperBound(1) + 1 Do
            d0 := pc.V[i - 1, 0];
            d1 := pc.V[i - 1, 1];
            d2 := pc.V[i - 1, 2];
            Debug.AssertMsg(False, "Observation No." + i.ToString + ": " + d0.ToString + " " + d1.ToString + " " + d2.ToString);
        End For;
    End If;
End Sub UserProc;

After executing the example the console window displays eigenvectors and values of principal components:

Principal component №1: 0.64200457634989416 0.68636164136057776 -0.34166916924798257

Principal component №2: 0.38467229168844341 0.097130330134305665 0.91792860668744924

Principal component №3: -0.66321742434359598 0.72074502858973277 0.20166618906061454

ISmPrincipalComponentAnalysis.CalcCovariance

Syntax

Description

Comments

Example