Re: PCA in Octave

Kai Torben Ohlhus <[email protected]>
Newsgroups gmane.comp.gnu.octave.general
Message-ID <[email protected]>
On 10/16/20 5:41 AM, ilja wrote:
> 
> In the literature, there are several versions of Principal Components
> Analysis mentioned.
> Conventional, probabilistic, kernel.
> Which of them is implemented in Octave ?
> 
> Regards
> Ilja
> 

Please take a look at the tisean package [1,2].  This package is bundled
with the MS Windows installer.  Activate it by typing

   pkg load tisean

in the Octave command window.

HTH,
Kai

[1] https://octave.sourceforge.io/tisean/function/pca.html
[2] https://wiki.octave.org/TISEAN_package
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