Dear Ladies and Gentelmen,
i am working on a Brain Computer Interface for my Master Thesis and i need to do a Multiscaled Principal Component Analysis (MSPCA), which is Wavelet Decomposition Analysis followed with PCA for each WDA Component. I have done the wavelet part but for PCA in ALGLIB i need 2d Array and not 1D Array as input for each WDA Output of the signal.
My Question is: Is there One Dimentional Vector PCA in Alglib? If not what dose they mean with 2D Array as input? And can i input all the WDA Component in one 2D Array and do the PCA for all WDA Components with one call?
Thank you so much in Advance
Source: Windows Questions C++