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clbustos / statsample

A suite for basic and advanced statistics on Ruby.
http://github.com/clbustos/statsample
BSD 3-Clause "New" or "Revised" License
402 stars 96 forks source link

PCA: is it possible to save and restore eigenvectors / eigenvalues ? #52

Open jamiebullock opened 7 years ago

jamiebullock commented 7 years ago

Hi,

I'm considering using statsample for PCA, but my use case requires that I generate eigenvectors and eigenvalues for a dataset, save them and the recall them for computing components when new vectors are added to my data.

Is it possible to save the eigenvectors and eigenvalues for a PCA object such that they could be re-loaded for later use?