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PCA demonstration
From: |
Hamish Allan |
Subject: |
PCA demonstration |
Date: |
Fri, 22 Apr 2005 00:01:52 +0100 |
Hi,
I'm sorry to be asking this question, as I'm sure I could work out the
answer eventually, but I'd really like to get this done tonight for a
paper I need to get written in the next couple of days.
I need to create a visual demonstration what PCA does. I have a
scatterplot:
n = 20;
d = [1:n; 1:n]' + randn(n, 2);
scatterplot(d)
So, the data lies along a straight diagonal line with a bit of gaussian
noise thrown in, and I want also to plot (on the same graph) the line
showing the principle component (i.e., following the line of the data),
and then lots of little lines (preferably dotted!) perpendicular to
that, joining each datapoint to it (i.e., showing the projection from 2
dimensions into 1).
As I say, I'm sure with a gnuplot manual and a bit of time I could work
out how to do this, but I wondered if any kind soul on the list, of
whom there are many who could probably do this blindfolded before
breakfast, could help me out?
Many thanks,
Hamish
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