MultivariateStatistics`
MultivariateStatistics`

PrincipalComponents

As of Version 8, PrincipalComponents is part of the built-in Wolfram Language kernel.

PrincipalComponents[matrix]

transforms elements of matrix into principal components.

更多信息和选项

  • To use PrincipalComponents, you first need to load the Multivariate Statistics Package using Needs["MultivariateStatistics`"].
  • PrincipalComponents gives the principal component transform of matrix.
  • The principal components of matrix are linear transformations of the original columns into uncorrelated columns arranged in order of decreasing variance.
  • The dimensions of PrincipalComponents[matrix] are the same as the dimensions of matrix.
  • The following options can be given:
  • MethodCovariancescaling method for decomposition
    WorkingPrecisionMachinePrecisionthe precision used in internal computations
  • Possible values of Method are Covariance and Correlation.

范例

打开所有单元关闭所有单元

基本范例  (1)

Principal components for bivariate data:

Options  (2)

Method  (1)

Principal components using correlation scaling:

WorkingPrecision  (1)

Precision-20 principal components:

Wolfram Research (2007)，PrincipalComponents，Wolfram 语言函数，https://reference.wolfram.com/language/MultivariateStatistics/ref/PrincipalComponents.html.

文本

Wolfram Research (2007)，PrincipalComponents，Wolfram 语言函数，https://reference.wolfram.com/language/MultivariateStatistics/ref/PrincipalComponents.html.

CMS

Wolfram 语言. 2007. "PrincipalComponents." Wolfram 语言与系统参考资料中心. Wolfram Research. https://reference.wolfram.com/language/MultivariateStatistics/ref/PrincipalComponents.html.

APA

Wolfram 语言. (2007). PrincipalComponents. Wolfram 语言与系统参考资料中心. 追溯自 https://reference.wolfram.com/language/MultivariateStatistics/ref/PrincipalComponents.html 年

BibTeX

@misc{reference.wolfram_2024_principalcomponents, author="Wolfram Research", title="{PrincipalComponents}", year="2007", howpublished="\url{https://reference.wolfram.com/language/MultivariateStatistics/ref/PrincipalComponents.html}", note=[Accessed: 22-November-2024 ]}

BibLaTeX

@online{reference.wolfram_2024_principalcomponents, organization={Wolfram Research}, title={PrincipalComponents}, year={2007}, url={https://reference.wolfram.com/language/MultivariateStatistics/ref/PrincipalComponents.html}, note=[Accessed: 22-November-2024 ]}