Class: PCA

Inherits:
Object
  • Object
show all
Defined in:
lib/pca.rb

Instance Attribute Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(opts = {}) ⇒ PCA

Returns a new instance of PCA.



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# File 'lib/pca.rb', line 7

def initialize opts = {}
  @n_components = opts[:components]
  @scale_data = opts[:scale_data]
end

Instance Attribute Details

#components ⇒ Object

Returns the value of attribute components.



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# File 'lib/pca.rb', line 4

def components
  @components
end

#explained_variance ⇒ Object (readonly)

Returns the value of attribute explained_variance.



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# File 'lib/pca.rb', line 4

def explained_variance
  @explained_variance
end

#explained_variance_ratio ⇒ Object (readonly)

Returns the value of attribute explained_variance_ratio.



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# File 'lib/pca.rb', line 4

def explained_variance_ratio
  @explained_variance_ratio
end

#mean ⇒ Object

Returns the value of attribute mean.



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# File 'lib/pca.rb', line 5

def mean
  @mean
end

#singular_values ⇒ Object (readonly)

Returns the value of attribute singular_values.



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# File 'lib/pca.rb', line 4

def singular_values
  @singular_values
end

#std ⇒ Object

Returns the value of attribute std.



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# File 'lib/pca.rb', line 5

def std
  @std
end

Instance Method Details

#fit(x) ⇒ Object 



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# File 'lib/pca.rb', line 12

def fit x
  x = prepare_data x
  _fit x
  self
end

#fit_transform(x) ⇒ Object 



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# File 'lib/pca.rb', line 23

def fit_transform x
  x = prepare_data x
  _fit x
  _transform x
end

#inverse_transform(x) ⇒ Object 



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# File 'lib/pca.rb', line 29

def inverse_transform x
  x = ensure_matrix x
  xit = x * @components
  undo_scale(xit) if @scale_data
  undo_mean_normalize xit
  xit
end

#transform(x) ⇒ Object 



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# File 'lib/pca.rb', line 18

def transform x
  x = prepare_data x, use_saved_mean_and_std: true
  _transform x
end