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pca_from_centered

Function pca_from_centered 

Source
pub fn pca_from_centered(
    mat: &[f64],
    d: usize,
    t: usize,
    n_components: usize,
) -> (Vec<f64>, Vec<f64>)
Expand description

PCA of a mean-centred matrix mat (d × t, row-major). Returns (projected [nc × t], explained_variance_ratio [nc]).