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>> load arch >> x= arch (1:63,:); >> [ ax,mx,stdx ]=auto(x); >> subplot (2,2,1), plot (x) >> subplot (2,2,2), plot (x') >> subplot (2,2,3), plot ( ax ) >> subplot (2,2,4), plot ( ax '). plot (x). plot (x’). plot ( ax ’). plot ( ax ). boxplot (x). boxplot (x').
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>> load arch >> x=arch(1:63,:); >> [ax,mx,stdx]=auto(x); >> subplot(2,2,1),plot(x) >> subplot(2,2,2),plot(x') >> subplot(2,2,3),plot(ax) >> subplot(2,2,4),plot(ax')
plot(x) plot(x’) plot(ax’) plot(ax)
PercentVarianceCapturedby PCA Model Principal Eigenvalue % Variance % Variance Component of CapturedCaptured NumberCov(X) This PC Total --------- ---------- ---------- ---------- 1 5.34e+00 53.41 53.41 2 2.11e+00 21.12 74.53 3 1.10e+00 10.96 85.50 4 8.33e-01 8.33 93.83 5 2.55e-01 2.55 96.38 6 1.40e-01 1.40 97.78 7 1.00e-01 1.00 98.78 8 5.66e-02 0.57 99.35 9 3.61e-02 0.36 99.71 10 2.94e-02 0.29 100.00
>> rx=scale(arch,mx,stdx); >> [newscores,resids,tsqs] = pcapro(rx,loads,ssq,reslm,tsqlm,1); >> >> pltscrs(newscores,samps,class)