PrincipalComponentsSizes
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Function Description
Returns an array corresponding to the sizes of the m
principal components of m different data series of n
observations, ordered so that the sizes of the most important principal
components are first.
See here for
further details of how principal components are derived and on refinements that
potentially include a greater focus on ‘meaning’ in their computation.
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Output type / Parameter details
Output type: Double()
Parameter Name | Variable Type | Description |
InputArray | Double() | Input array of m series with n elements |
m | Double | Number of series |
n | Double | Number of elements in series |
Links to:
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Interactively run function
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Interactive instructions
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Example calculation
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Output type / Parameter details
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Illustrative spreadsheet
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Other Statistical functions
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Computation units used
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