| forum.alglib.net http://forum.alglib.net/ |
|
| PCA problem with PCA1 http://forum.alglib.net/viewtopic.php?f=2&t=977 |
Page 1 of 1 |
| Author: | alunnik [ Thu Aug 29, 2013 2:49 pm ] |
| Post subject: | PCA problem with PCA1 |
Hello all, I have a problem with PCA. In Alglib this task use covariance matrix with null mean and work fine. Sometimes I happen to use the statistical package GRETL (license free) and if I use the same data the results are the same with one exception: the signs of PCA1 (the first eigenvector of the covariance matrix) are reversed. Someone would know to help me in choosing the correct result? |
|
| Page 1 of 1 | All times are UTC |
| Powered by phpBB © 2000, 2002, 2005, 2007 phpBB Group http://www.phpbb.com/ |
|