vector.principalcomponentanalysis.md

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PrincipalComponentAnalysis interface

The result of a principal component analysis.

Signature:

export interface PrincipalComponentAnalysis<S> 

Properties

Property	Modifiers	Type	Description
coordinates		Matrix<S>	The original data in a basis formed by the principal component vectors
cumulativeProportions		S[]	The proportion of the total variance explained by the first k components
principalComponents		Vector<S>[]	The directions in which the data varies the most, ordered by the proportion of variation explained by each direction
proportions		S[]	The proportion of the total variance explained by each principal component
variances		S[]	The variances in the directions of the corresponding principal components