Package de.lmu.ifi.dbs.elki.math.linearalgebra.pca

Principal Component Analysis (PCA) and Eigenvector processing

See: Description

Interface Summary

Interface	Description
CovarianceMatrixBuilder	Interface for computing covariance matrixes on a data set.

Class Summary

Class	Description
AutotuningPCA	Performs a self-tuning local PCA based on the covariance matrices of given objects.
AutotuningPCA.Cand	Candidate
AutotuningPCA.Parameterizer	Parameterization class.
EigenPair	Helper class which encapsulates an eigenvector and its corresponding eigenvalue.
PCAFilteredResult	Result class for a filtered PCA.
PCAResult	Result class for Principal Component Analysis with some convenience methods
PCARunner	Class to run PCA on given data.
PCARunner.Parameterizer	Parameterization class.
RANSACCovarianceMatrixBuilder	RANSAC based approach to a more robust covariance matrix computation.
RANSACCovarianceMatrixBuilder.Parameterizer	Parameterization class
StandardCovarianceMatrixBuilder	Class for building a "traditional" covariance matrix vai CovarianceMatrix.
WeightedCovarianceMatrixBuilder	CovarianceMatrixBuilder with weights.
WeightedCovarianceMatrixBuilder.Parameterizer	Parameterization class.

Package de.lmu.ifi.dbs.elki.math.linearalgebra.pca Description

Principal Component Analysis (PCA) and Eigenvector processing