A abhaydd Joined 1/3/12 Messages 4 Points 11 12/26/13 #1 Hello, I am trying to perform Principal component ananlysis in C#. Can anyone help me with a library or example where it's actually performed on some data. I have 50X50 covariance matrix on which i am planning to perform. Thanks
Hello, I am trying to perform Principal component ananlysis in C#. Can anyone help me with a library or example where it's actually performed on some data. I have 50X50 covariance matrix on which i am planning to perform. Thanks
Daniel Duffy C++ author, trainer Joined 10/4/07 Messages 10,713 Points 648 12/26/13 #2 Maybe other libraries (Quantlib, OpenGamma) have some useful data sets that you could use?
