Hi everyone. My problem is about multivariate analysis. Given a multivariate
data X, of dimension (n by p), n is the number of observations while p is the
number of variables. I wanted a sample of size p+1 that will have its product
of the eigen values of the covariance matrix to be the minimum
Hi everyone. My problem is about multivariate analysis. Given a multivariate
data X, of dimension (n by p), n is the number of observations while p is the
number of variables. I wanted a sample of size p+1 that will have its product
of the eigen values of the covariance matrix to be the minimum
2 matches
Mail list logo
