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Re: [Help-gsl] Re: PCA implementation in GSL

From: Allin Cottrell
Subject: Re: [Help-gsl] Re: PCA implementation in GSL
Date: Wed, 29 Oct 2008 10:56:40 -0400 (EDT)

On Wed, 29 Oct 2008, Rodney Sparapani wrote:

> Efstratios Gavves wrote:
> > Hi, I am a newbie in a GSL and I just wanted to ask if there is a PCA
> > implementation in GSL. I serached for it, but I couldn't find something.
> > 
> > Thank you.
> I don't think so.  But, you can still use GSL to solve the eigensystem.
> If you want something pre-packaged (and free), then try R.

Or gretl:

Allin Cottrell
Department of Economics
Wake Forest University

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