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jakevdp / wpca

Weighted Principal Component Analysis (PCA) in Python

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Possible double counting of weights

christiangil opened this issue · comments

commented

wpca/wpca/wpca.py

Line 160 in 317b841

cWc = np.dot(cW, cW.T)

This appears to be calculating something more akin to cWWc. Should it instead be something like cWc = np.dot(cW, self.components_.T)?

commented

I performed a simple transform - inverse_transform test and it suggests current implementation is much closer to naive PCA.