2009/6/8 Gael Varoquaux <gael.varoqu...@normalesup.org>: > 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.
You definitely can't expect to find 50 meaningfull PCs. It's impossible to robustly get them with less than thousand points! >> 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 > -- Information System Engineer, Ph.D. Website: http://matthieu-brucher.developpez.com/ Blogs: http://matt.eifelle.com and http://blog.developpez.com/?blog=92 LinkedIn: http://www.linkedin.com/in/matthieubrucher _______________________________________________ Numpy-discussion mailing list Numpy-discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
