PCA

Principal components of the covariance (standardize=True: correlation) matrix, by decreasing variance.

components_ property

components_

Unit eigenvectors as rows.

explained_variance_ property

explained_variance_

Variance of each component (eigenvalues).

fit method descriptor

fit(data, *, weights=None)

data is (n, d); optional weights, e.g. declustering.

from_json staticmethod

from_json(text)

Reads to_json output; raises InvalidInput on another class's JSON or a newer format.

to_json method descriptor

to_json()

JSON of the parameters and, once fitted, the fitted state.

used in

• multivariate transforms
• multivariate simulation