dev.nm.stat.factor.implicitmodelpca

Class AverageImplicitModelPCA

java.lang.Object

dev.nm.stat.factor.implicitmodelpca.ExplicitImplicitModelPCA

dev.nm.stat.factor.implicitmodelpca.AverageImplicitModelPCA

public class AverageImplicitModelPCA
extends ExplicitImplicitModelPCA

This decomposes the observations into a model of one explicit factor, the average observation per subject, and implicit factors.

Nested Class Summary

Nested classes/interfaces inherited from class dev.nm.stat.factor.implicitmodelpca.ExplicitImplicitModelPCA

ExplicitImplicitModelPCA.Result

Constructor Summary

Constructors

Constructor and Description
AverageImplicitModelPCA(Matrix R, double varExplained) Constructs an explicit-implicit model for a time series of vectored observations
AverageImplicitModelPCA(Matrix R, int K) Constructs an explicit-implicit model for a time series of vectored observations

Method Summary

Methods inherited from class dev.nm.stat.factor.implicitmodelpca.ExplicitImplicitModelPCA

run

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

AverageImplicitModelPCA

public AverageImplicitModelPCA(Matrix R,
                               int K)

Constructs an explicit-implicit model for a time series of vectored observations

Parameters:

R - a time series of vectored observations

K - the number of implicit factors

AverageImplicitModelPCA

public AverageImplicitModelPCA(Matrix R,
                               double varExplained)

Constructs an explicit-implicit model for a time series of vectored observations

Parameters:

R - a time series of vectored observations

varExplained - the percentage of variance explained