ISmPrincipalComponentAnalysis.Weights

Syntax

Weights: Array;

Description

The Weights property sets weight coefficients for observations.

Comments

The number of coefficients must match the number of observations. Weights are optional method parameter.

Example

Sub Main;

Var

pc: SmPrincipalComponentAnalysis;

Obj: ISlSeries;

d0, d1, d2: Double;

i, res: Integer;

ar1,ar2,ar3, wt: 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;

wt := New Double[10]; // weighting coefficients

For i := 0 To 9 Do

If i Mod 2 = 0 Then

wt[i] := 1;

Else

wt[i] := 0.95;

End If;

End For;

pc.Weights := wt;

pc.Analysis.Type := AnalysisType.Correlation;

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 №" + i.ToString + ": " + d0.ToString + " " + d1.ToString + " " + d2.ToString);

End For;

Debug.WriteLine("================================");

Debug.WriteLine("Principal component values: ");

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 №" + i.ToString + ": " + d0.ToString + " " + d1.ToString + " " + d2.ToString);

End For;

End If;

End Sub Main;

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

Module execution started

Eigenvectors:

Principal component №1: 0.64450881386247971 0.68855451999505823 -0.33241699993826251

Principal component №2: 0.37911437498903555 0.089765871545993331 0.92098554765113538

Principal component №3: -0.66398846340147588 0.71960736606844389 0.20318602109836198

================================

Principal component values:

Principal component №1, №2, №3

Observation 1: 0.13006536097340241 -0.22190655148864824 0.016285709534939768

Observation 2: -0.66440396531647949 0.032786175253055133 0.1963424906612698

Observation 3: -0.15063497693809266 -0.098209325481139184 0.092926036870298018

Observation 4: 0.50930046185861055 -0.31735151244028315 0.21569341883726184

Observation 5: 0.22853629504385942 0.34767954536328649 0.20822666136800155

Observation 6: -0.26871438533312098 0.42043848101885262 -0.27138565171490181

Observation 7: -0.19808349593322169 -0.41669298564898205 0.27216357430806148

Observation 8: 0.29859926451976554 0.53667407692911584 -0.015375005296917404

Observation 9: 0.069322226359723085 0.0091878894644997974 0.10581280259107982

Observation 10: 0.043955588750368729 -0.28273554078686675 -0.83875576728053658

Module execution finished