On Mon, Jun 08, 2009 at 09:02:12AM -0400, josef.p...@gmail.com wrote: > whats the actual shape of the array/data you run your PCA on.
50 000 dimensions, 820 datapoints. > Number of time periods, size of cross section at point in time? I am not sure what the question means. The data is sampled at 0.5Hz. Gaël _______________________________________________ Numpy-discussion mailing list Numpy-discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
