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Author Topic: PCA - Principal Component Analysis in FPC  (Read 2183 times)

schuler

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PCA - Principal Component Analysis in FPC
« on: June 12, 2021, 04:52:26 pm »
 :) Hello :)
I did some googling and could not find: does anyone have a source code example about how to calculate PCA with FPC?

Thaddy

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Specialize a type, not a var.

Handoko

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Laksen

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Re: PCA - Principal Component Analysis in FPC
« Reply #3 on: June 12, 2021, 07:06:28 pm »
I have attached some code that does it based on a SVD approach documented in this article: https://arxiv.org/pdf/1404.1100.pdf

The SVD routine is a port of the Numerical recipes one nice-ified, but it will be under the normal numerical recipes license of course

schuler

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Re: PCA - Principal Component Analysis in FPC
« Reply #4 on: June 13, 2021, 08:00:49 pm »
@Laksen and @Handoko, thank you!

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