Dimensionality reduction of data is often times achieved by means of linear
transformation. This object is meant to define a framework for such techniques,
from which specific algorithms are derived using inheritance. In particular,
this toolbox implements principal component analysis
(
pcatrans), Fisher linear transformation
(
fishtrans), and weighted-principal
component analysis (
wpcatrans).
Let
X be the original
p-by-
n matrix, with
p the number of variables, and
n the number of samples. Linear dimensionality
reduction is achieved by a
p-by-
d matrix
U, with
d <= p, such that
UTX is a
d-by-
n matrix,
usually called the
scores matrix,
describing the new data in a reduced-dimensional space. Each column
in
U is called a
factor.
Navigate to:
General Description
Class Structure
Class Construction
Class Functions
Each field can be accessed by the dot (.) operation, or by the GET function. The GET function can work on multiple
instances simultaneously. Most fields, except for those that are Dependent, can be modified using the dot (.)
operation, or by the SET function.
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Field |
Description |
Type |
Default |
Dedicated Get/Set Function |
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name |
name of object, should be short and used as identifier. This field will never be empty. |
string |
'unnamed' |
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description |
verbal description of the class content. |
string |
'' |
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source |
verbal description of the source of information. |
string |
'' |
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type |
type of linear transformation. |
string |
'' |
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U |
Transformation matrix. |
vvmatrix |
[] |
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eigvals |
eigenvalues associated with the solution. |
double vector |
[] |
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f_eigvals |
fractional importance of each eigenvalue. |
double vector |
[] |
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no_samples |
number of samples in the original data. |
integer |
[] |
nosamples |
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preprocess |
preprocessing of the data matrix. Should be applied to any data before
operating with the linear transformation.
|
vector of preprocess structures |
[] |
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scores |
the data projected into the new variables (factors).
|
vsmatrix |
[] |
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Dependent |
no_factors |
number of new factors. |
integer scalar |
0 |
nofactors |
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Dependent |
no_variables |
number of original variables. |
integer scalar |
0 |
novariables |
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