fn_princomp.hpp File Reference

Go to the source code of this file.

Functions
template<typename T1 >
const Op< T1, op_princomp >	princomp (const Base< typename T1::elem_type, T1 > &X, const typename arma_blas_type_only< typename T1::elem_type >::result *junk=0)
template<typename T1 >
bool	princomp (Mat< typename T1::elem_type > &coeff_out, const Base< typename T1::elem_type, T1 > &X, const typename arma_blas_type_only< typename T1::elem_type >::result *junk=0)
	principal component analysis -- 1 argument version coeff_out -> principal component coefficients
template<typename T1 >
bool	princomp (Mat< typename T1::elem_type > &coeff_out, Mat< typename T1::elem_type > &score_out, const Base< typename T1::elem_type, T1 > &X, const typename arma_blas_type_only< typename T1::elem_type >::result *junk=0)
	principal component analysis -- 2 arguments version coeff_out -> principal component coefficients score_out -> projected samples
template<typename T1 >
bool	princomp (Mat< typename T1::elem_type > &coeff_out, Mat< typename T1::elem_type > &score_out, Col< typename T1::pod_type > &latent_out, const Base< typename T1::elem_type, T1 > &X, const typename arma_blas_type_only< typename T1::elem_type >::result *junk=0)
	principal component analysis -- 3 arguments version coeff_out -> principal component coefficients score_out -> projected samples latent_out -> eigenvalues of principal vectors
template<typename T1 >
bool	princomp (Mat< typename T1::elem_type > &coeff_out, Mat< typename T1::elem_type > &score_out, Col< typename T1::pod_type > &latent_out, Col< typename T1::elem_type > &tsquared_out, const Base< typename T1::elem_type, T1 > &X, const typename arma_blas_type_only< typename T1::elem_type >::result *junk=0)
	principal component analysis -- 4 arguments version coeff_out -> principal component coefficients score_out -> projected samples latent_out -> eigenvalues of principal vectors tsquared_out -> Hotelling's T^2 statistic