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| PCA using Corr Matrix instead of Covariance Matrix? http://forum.alglib.net/viewtopic.php?f=2&t=984 |
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| Author: | loboftbl88 [ Wed Sep 04, 2013 4:59 am ] |
| Post subject: | PCA using Corr Matrix instead of Covariance Matrix? |
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 |
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