FactorAnalysisGetCorrelations Method |
Returns the correlations of the principal components.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public double[,] GetCorrelations()
Public Function GetCorrelations As Double(,)
public:
array<double,2>^ GetCorrelations()
member GetCorrelations : unit -> float[,]
Return Value
Type:
Double
A
double matrix containing the correlations of the principal
components with the observed/standardized variables.
Exceptions Exception | Condition |
---|
RankException |
is thrown if the rank of the covariance matrix is less than the number of factors.
|
NotSemiDefiniteException |
is thrown if the Hessian matrix not semi-definite.
|
NotPositiveSemiDefiniteException |
is thrown if the covariance matrix is not positive semi-definite.
|
SingularException |
is thrown if the covariance matrix is singular.
|
BadVarianceException |
is thrown if the input variance is not in the allowed range.
|
EigenvalueException |
is thrown if an error occured in calculating the eigenvalues of the
adjusted (inverse) covariance matrix. Check the input covariance matrix.
|
NonPositiveEigenvalueException |
is thrown if in alpha factor analysis an eigenvalue is not positive.
As all eigenvalues corresponding to the factors must be positive,
either the number of factors must be reduced,
or new initial estimates for the unique variances must be given.
|
Remarks
If a covariance matrix is input to the constructor, then the
correlations are with the observed variables. Otherwise, the
correlations are with the standardized (to a variance of 1.0)
variables. Only valid for the Principal Components Model.
See Also