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 ..
I have a 2d vector of floats that I would like to do a PCA on. I do not need a full PCA, 10-15 components is fine. I have tried OpenCV and Alglib but it seems like a lot of effort just for a PCA. Source: Windows Que..