§9.利用Matlab和SPSS实现主成分分析.PDFVIP

§ Matlab Matlab Matlab [pc ,score, var iance,t2] princomp (X ) X ⎡x 11 x 12 L x 1m ⎤ ⎢ ⎥ x x L x X ⎢ 21 22 2m ⎥ ⎢ M M M M ⎥ ⎢ ⎥ x x L x ⎣ n1 n2 nm ⎦ nm pc fi pcTpc= score X variance score A percent-v = 100*variance/sum(variance); 46 t2 t2-