In EMPCA (based on Bailey 2012) weights are equivalent to the inverse variance of observations (see eq. 6)
In WPCA (based on Delchambre 2015) weights are equivalent to the inverse standard deviation (see eq. 7) – i.e. the square root of weights used by Bailey.
The API here needs to be changed so that the units of expected inputs are similar.
In
EMPCA(based on Bailey 2012) weights are equivalent to the inverse variance of observations (see eq. 6)In
WPCA(based on Delchambre 2015) weights are equivalent to the inverse standard deviation (see eq. 7) – i.e. the square root of weights used by Bailey.The API here needs to be changed so that the units of expected inputs are similar.