edu.northwestern.at.utils.math.statistics
Class PrincipalComponents

java.lang.Object
  edu.northwestern.at.utils.math.statistics.PrincipalComponents

public class PrincipalComponents
extends java.lang.Object

PrincipalComponents -- Calculate principal components of a data matrix.

Field Summary

protected Matrix	columnScores Holds principal component scores for columns.
protected Matrix	correlation Correlation matrix derived from data matrix.
protected Matrix	dataMatrix Data matrix whose principal components are desired.
protected Matrix	eigenValues Eigenvalues of correlation matrix.
protected Matrix	eigenVectors Eigenvectors of correlation matrix.
protected Matrix[]	meansAndSDs Holds means and standard deviations of variables.
protected Matrix	rowScores Holds principal component scores for rows.
protected Matrix	sqrtEigenValues Square root of eigenvalues.
protected Matrix	standardizedDataMatrix Standardized data matrix.

Constructor Summary

PrincipalComponents(Matrix dataMatrix)
Compute principal components of an (n x m) data matrix.

Method Summary

Matrix	getColumnScores()
Matrix	getCorrelations()
Matrix	getDataMatrix()
Matrix	getMeans()
Matrix	getRowScores()
Matrix	getStandardDeviations()
Matrix	getStandardizedDataMatrix()
Matrix	getValues()
Matrix	getVectors()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

dataMatrix

protected Matrix dataMatrix

Data matrix whose principal components are desired.

standardizedDataMatrix

protected Matrix standardizedDataMatrix

Standardized data matrix.

correlation

protected Matrix correlation

Correlation matrix derived from data matrix.

eigenVectors

protected Matrix eigenVectors

Eigenvectors of correlation matrix.

eigenValues

protected Matrix eigenValues

Eigenvalues of correlation matrix.

sqrtEigenValues

protected Matrix sqrtEigenValues

Square root of eigenvalues.

meansAndSDs

protected Matrix[] meansAndSDs

Holds means and standard deviations of variables.

rowScores

protected Matrix rowScores

Holds principal component scores for rows.

columnScores

protected Matrix columnScores

Holds principal component scores for columns.

Constructor Detail

PrincipalComponents

public PrincipalComponents(Matrix dataMatrix)

Compute principal components of an (n x m) data matrix.

Parameters:

dataMatrix - The data matrix.

Method Detail

getDataMatrix

public Matrix getDataMatrix()

getVectors

public Matrix getVectors()

getValues

public Matrix getValues()

getMeans

public Matrix getMeans()

getStandardDeviations

public Matrix getStandardDeviations()

getCorrelations

public Matrix getCorrelations()

getStandardizedDataMatrix

public Matrix getStandardizedDataMatrix()

getColumnScores

public Matrix getColumnScores()

getRowScores

public Matrix getRowScores()