Module pca

Principal Component Analysis using covariance matrices.

use rustframe::compute::models::pca::PCA;
use rustframe::matrix::Matrix;

let data = Matrix::from_rows_vec(vec![1.0, 1.0, 2.0, 2.0], 2, 2);
let pca = PCA::fit(&data, 1, 0);
let projected = pca.transform(&data);
assert_eq!(projected.cols(), 1);

Structs

PCA

Returns the n_components principal axes (rows) and the centred data’s mean.