IMSL C# Numerical Library

FactorAnalysis Members

FactorAnalysis overview

Public Instance Constructors

FactorAnalysis Constructor Constructor for FactorAnalysis.

Public Instance Properties

ConvergenceCriterion1 The convergence criterion used to terminate the iterations.
ConvergenceCriterion2 The convergence criterion used to switch to exact second derivatives.
DegreesOfFreedom The number of degrees of freedom.
FactorLoadingEstimationMethod The factor loading estimation method.
MaxIterations The maximum number of iterations in the iterative procedure.
MaxStep The maximum number of step halvings allowed during an iteration.
VarianceEstimationMethod The variance estimation method.

Public Instance Methods

Equals (inherited from Object) Determines whether the specified Object is equal to the current Object.
GetCorrelations Returns the correlations of the principal components.
GetFactorLoadings Returns the unrotated factor loadings.
GetHashCode (inherited from Object) Serves as a hash function for a particular type, suitable for use in hashing algorithms and data structures like a hash table.
GetParameterUpdates Returns the parameter updates.
GetPercents Returns the cumulative percent of the total variance explained by each principal component.
GetStandardErrors Returns the estimated asymptotic standard errors of the eigenvalues.
GetStatistics Returns statistics.
GetType (inherited from Object) Gets the Type of the current instance.
GetValues Returns the eigenvalues.
GetVariances Returns the unique variances.
GetVectors Returns the eigenvectors.
SetVariances Sets the unique variances.
ToString (inherited from Object) Returns a String that represents the current Object.

Protected Instance Methods

Finalize (inherited from Object) Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
MemberwiseClone (inherited from Object) Creates a shallow copy of the current Object.

See Also

FactorAnalysis Class | Imsl.Stat Namespace | Principal Component Example | Maximum Likelihood Example