input M x N matrix, where 'M (rows)>= N(cols)'
Flag to centern columns. True by default.
import mir.ndslice; import mir.math.common: approxEqual; import mir.algorithm.iteration: equal; auto ingedients = [ 7, 26, 6, 60, 1, 29, 15, 52, 11, 56, 8, 20, 11, 31, 8, 47, 7, 52, 6, 33, 11, 55, 9, 22, 3, 71, 17, 6, 1, 31, 22, 44, 2, 54, 18, 22, 21, 47, 4, 26, 1, 40, 23, 34, 11, 66, 9, 12, 10, 68, 8, 12].sliced(13, 4); auto res = ingedients.pca; auto coeff = [ -0.067799985695474, -0.646018286568728, 0.567314540990512, 0.506179559977705, -0.678516235418647, -0.019993340484099, -0.543969276583817, 0.493268092159297, 0.029020832106229, 0.755309622491133, 0.403553469172668, 0.515567418476836, 0.730873909451461, -0.108480477171676, -0.468397518388289, 0.484416225289198, ].sliced(4, 4); auto score = [ 36.821825999449700, -6.870878154227367, -4.590944457629745, 0.396652582713912, 29.607273420710964, 4.610881963526308, -2.247578163663940, -0.395843536696492, -12.981775719737618, -4.204913183175938, 0.902243082694698, -1.126100587210615, 23.714725720918022, -6.634052554708721, 1.854742000806314, -0.378564808384691, -0.553191676624597, -4.461732123178686, -6.087412652325177, 0.142384896047281, -10.812490833309816, -3.646571174544059, 0.912970791674604, -0.134968810314680, -32.588166608817929, 8.979846284936063, -1.606265913996588, 0.081763927599947, 22.606395499005586, 10.725906457369449, 3.236537714483416, 0.324334774646368, -9.262587237675838, 8.985373347478788, -0.016909578102172, -0.543746175981799, -3.283969329640680, -14.157277337500918, 7.046512994833761, 0.340509860960606, 9.220031117829379, 12.386080787220454, 3.428342878284624, 0.435152769664895, -25.584908517429557, -2.781693148152386, -0.386716066864491, 0.446817950545605, -26.903161834677597, -2.930971165042989, -2.445522630195304, 0.411607156409658, ].sliced(13, 4); auto latent = [5.177968780739053, 0.674964360487231, 0.124054300480810, 0.002371532651878].sliced; latent[] *= 100; assert(equal!approxEqual(res.coeff, coeff)); assert(equal!approxEqual(res.score, score)); assert(equal!approxEqual(res.latent, latent));
Principal component analysis of raw data.