[SciPy-User] PCA functions
Vincent Davis
vincent at vincentdavis.net
Thu May 20 09:38:11 EDT 2010
On Thu, May 20, 2010 at 3:35 AM, Oliver Tomic <oliver.tomic at nofima.no>wrote:
@Oliver, I posted your email over on the statsmodels list. I'll take a look
at the link.
Vincent
> Hi,
>
> I already sent this link to Mike (off-list, since my mails kept bouncing
> back). A while ago I supervised a student who implemented various flavours
> of PCA (using SVD and NIPALS, in Python and C respectively) as part of a
> semester project. There is quite a bit of documentation coming with the PCA
> module.
>
> http://folk.uio.no/henninri/pca_module/
>
>
> I was considering to ask the pystatmodels-group whether they are interested
> in including this code, however both code and documentation may need a
> little bit of polishing first. Unfortunately, there is no validation
> procedure available in the code to validate the model. I have plans on
> implementing this if I ever should find some time to do this.
>
> Cheers
> Oliver
>
>
>
>
>
> -----scipy-user-bounces at scipy.org wrote: -----
>
> >To: SciPy Users List <scipy-user at scipy.org>
> >From: Sean Arms <lesserwhirls at gmail.com>
> >Sent by: scipy-user-bounces at scipy.org
> >Date: 05/19/2010 06:04PM
> >Subject: Re: [SciPy-User] PCA functions
>
> >
> >Greetings Mike,
> >
> > Are you looking for just the PCA decomposition, or are you
> >wanting to rotate the truncated PC's using something like promax,
> >varimax, etc.? If so, I do not think MDP or NiPy have that
> >capability. I have functions to do some of the basic rotations, and
> >I've tested them against S+ and Matlab if you are looking for that
> >functionality, but I'll probably need to clean them up a bit :-)
> >
> >Sean
> >
> >On Wed, May 19, 2010 at 9:53 AM, Michael Hull
> ><mikehulluk at googlemail.com> wrote:
> >> Hi Everybody,
> >> I am doing some work using numpy/scipy and wanted to find the
> >> principle components for some data. I can write a fairly simple
> >> function to do this, but was wondering if there was already a
> >function
> >> in scipy to do this that I hadn't found before re-inventing the
> >wheel
> >>
> >> Many thanks,
> >>
> >>
> >> Mike Hull
> >> _______________________________________________
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> >> SciPy-User at scipy.org
> >> http://mail.scipy.org/mailman/listinfo/scipy-user
> >>
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>
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*Vincent Davis
720-301-3003 *
vincent at vincentdavis.net
my blog <http://vincentdavis.net> |
LinkedIn<http://www.linkedin.com/in/vincentdavis>
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