Enum NcompMethod 

#[non_exhaustive]
pub enum NcompMethod {
    CumulativeVariance(f64),
    Elbow,
    Fixed(usize),
    Kaiser,
}

Method for selecting the number of principal components.

Variants (Non-exhaustive)

Non-exhaustive enums could have additional variants added in future. Therefore, when matching against variants of non-exhaustive enums, an extra wildcard arm must be added to account for any future variants.

CumulativeVariance(f64)

Retain components until cumulative variance >= threshold.

Threshold 0.95 retains 95% of variance, which is a widely-used default (Jackson, 1991). For monitoring applications, 0.90 may suffice as the remaining variance contributes to SPE rather than T-squared.

Elbow

Detect the elbow (max second finite difference) in the scree plot (Cattell, 1966, p. 252).

The elbow method is sensitive to noise in the eigenvalue spectrum. Second finite differences amplify noise by a factor of ~3 (condition number of the differencing operator). The 3-point moving average pre-smoothing reduces the effective amplification to ~1.5. Falls back to CumulativeVariance(0.95) when fewer than 3 eigenvalues are available.

Fixed(usize)

Use a fixed number of components.

Kaiser

Retain eigenvalues above the mean (Kaiser criterion variant; Kaiser, 1960, pp. 145–146).

The Kaiser criterion tends to over-extract when variables are many and under-extract when few. It is equivalent to retaining components with above-average explanatory power.

Trait Implementations

impl Clone for NcompMethod

fn clone(&self) -> NcompMethod

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for NcompMethod

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl PartialEq for NcompMethod

fn eq(&self, other: &NcompMethod) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl StructuralPartialEq for NcompMethod