forum.alglib.net

ALGLIB forum
It is currently Fri Nov 29, 2024 8:32 am

All times are UTC


Forum rules


1. This forum can be used for discussion of both ALGLIB-related and general numerical analysis questions
2. This forum is English-only - postings in other languages will be removed.



Post new topic Reply to topic  [ 1 post ] 
Author Message
 Post subject: PCA using Corr Matrix instead of Covariance Matrix?
PostPosted: Wed Sep 04, 2013 4:59 am 
Offline

Joined: Wed Sep 04, 2013 4:43 am
Posts: 1
I am currently using the pcabuildbasis and I know it should be a simple fix to use a correlation matrix instead of the covariance matrix that I believe is being used... Any help would be great. I've tried a couple things out, but they don't seem to be returning the correct matrix.

Thanks
Jason


Top
 Profile  
 
Display posts from previous:  Sort by  
Post new topic Reply to topic  [ 1 post ] 

All times are UTC


Who is online

Users browsing this forum: No registered users and 2 guests


You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum

Search for:
Jump to:  
Powered by phpBB © 2000, 2002, 2005, 2007 phpBB Group