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Statistics.PCAResiduals Function

PC residuals.

Pascal
procedure PCAResiduals(const Data: TMtx; const NumPC: Integer; const Residuals: TMtx);

Constructs the residuals, copied from NumPC principal components of Data, where Data columns are variables and rows are the observables. An exception is raised if NumPC is more or equal than the number of Data columns (number of variables). The Rows, Cols and Complex properties of the Residuals matrix are adjusted automatically.

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