PCA主元分析

PCA主元分析代码，对工业控制中的应用，详细的过程描述， load d00_te.dat; date=d00_te; [m,n]=size(date); X=zscore(date); [pp,score,latent,ts]=princomp(X); su(1)=latent(1); for i=2:30         su(i)=su(i-1)+latent(i); end i=1; q=sum(latent(:,1)); while su(i)/q<=0.85  %存在问题sum(latent,1）求列之和     i=i+1; end A=i; st1=0; st2=0; st3=0; for i=A+1:n     st1=latent(i);     st2=latent(i)^2;     st3=latent(i)^3; end h0=1-2*st1*st3/(3*st2^2); c1=norminv(0.95,0,1); c2=norminv(0.99,0,1); dt1=st1*(c1*(2*st2*h0^2)^1/2/st1+1+st2*h0*(h0-1)/(st1^2))^1/h0; dt2=st1*(c2*(2*st2*h0^2)^1/2/st1+1+st2*h0*(h0-1)/(st1^2))^1/h0; T1=A*(m^2-1)/(m(m-A))*finv(0.95,A,m-A); T2=A*(m^2-1)/(m(m-A))*finv(0.99,A,m-A); load d03_te.da

d00.dat
PCA.m