主成分分析(精选).docVIP

基于主成分的因子分析的MATLAB实现 说明：MATLAB统计工具箱中的factoran是基于最大似然估计的因子抽取 以下实现基于主成分抽取的因子分析的MATLAB实现，供大家学习门交流！ function anfactpc(X) error(nargchk(1,1,nargin)) [n p] = size(X);nn = n; if n 2 | p 2;?? disp(Warning: X must be a matrix, not a vector)end %Standardization of data matrixe = ones(n,1);X = X-e*mean(X);Y = X./(e*std(X)); R = cov(Y); [A Z L] = princomp(Y);? %PC procedure (A=eigenvectors matrix,Z=scores????????????????????????????????????? %and L=eigen＆#118alues vector)P = (L./sum(L))*100;? %percent of varianceCP = cumsum(P);? %cummulative percent of variance ft=[1:p]; disp( )disp(Table of th