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Re: how can I do Principal Components Analysis with octave?


From: Fredrik Lingvall
Subject: Re: how can I do Principal Components Analysis with octave?
Date: Wed, 12 May 2004 10:49:49 +0200
User-agent: Mozilla/5.0 (X11; U; Linux i686; en-US; rv:1.6) Gecko/20040130

Try this:

function [pc,sv,n_sv]  = pca(x)
% [pc,sv,n_sv]  = pca(x)
%
% Input:
%   x - Data stored column-vise .
%
% Output:
%  pc     - Principal components (eigenvectors of the covariance matrix).
%  sv     - Singular values.
%  n_sv - Normalized singular values.

C = cov(x);
[U,D,pc] = svd(C);
sv = diag(D);
n_sv = 100*sv/sum(sv);

\Fredrik

I believe you would need the programs doing the work. They are called
functions in Octave or Matlab, something like "PCA.m". I would be interested
myself so I checked using Google what MATLAB has:

Here is a list of the functions with a short description of each:
PRINCOMP - principal components from raw data matrix
PCACOV - pca from covariance matrix
PCARES - residuals from pca
BARTTEST - Bartlett's test for dimensionality.

Next I checked for the first two, namely "PRINCOMP" and "PCACOV" in
octave-forge but apparently neither is present. I guess we're out of luck
for the time being unless we have the capability to write the program.
Henry


on 5/11/04 1:04 AM, rino mailing at address@hidden wrote:

I'd like to do Principal Components Analysis with octave

What are the command I ave to write?

How to plot the result?



Thank you in advance for the time you spend to answer me, Mario.





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