因子分析matlab程序源代码.docxVIP

clear all; DATA=load(D:0.m); DATA=double(DATA); DATA=DATA; TESTDATA=load(D:14f.m); TESTDATA=double(TESTDATA); % DATA=load(D正常.txt); % DATA=double(DATA); % DATA=DATA(:,3:12); % TESTDATA=load(DI常.txt); % TESTDATA=double(TESTDATA); % TESTDATA=TESTDATA(:,3:12); [Kp,T2]=tztq(DATA,TESTDATA); fun ction [co ntributio n, T2,SPE,t2cl,s_cl] = PCA_model(Xtrai n,Xtest) X_mea n = mea n(Xtrai n); X_std = std(Xtrai n); [X_row ,X_col]= size(Xtrai n); for i = 1:X_col Xtrai n(:,i) = (Xtrai n(:,i)-X_mea n(i))./X_std(i); Xtest(:,i) = (Xtest(:,i)-X_mea n(i))./X_std(i); end [U,S,V]=svd(Xtrai n./sqrt(size(Xtrai n,1)-1),0); D= SA2; lamda=diag(D); nu m_pc=1; while sum(lamda(1: num _pc))/sum(lamda)0.9 nu m_pc =nu m_pc+1; end D=diag(lamda); P=V(:,1: nu m_pc); [a,b]=size(Xtest); [r,y]=size(P*P); I=eye(r,y); e=Xtest*(I-P*P); for i=1:a T2(i)=Xtest(i,:)*P*i nv(D(1: nu m_pc,1: nu m_pc))*P*Xtest(i,:); end for l=1:a SPE(l)=e(l,:)*e(l,:); end for j=1:b con tributio n(j)=( norm(e(:』))人2; end t2cl=n um_pc*(X_row-1)*(X_row+1)*icdf(f,0.99, num_pc,X_row-n um_pc)/(X_row*(X_r ow- num _pc)); for i=1:3 theta(i)=trace((D( num_pc+1:X_col, num _pc+1:X_col))9); end %另一种SPEf空制线算法 % h=(theta(1)A2)/theta(2); % g=theta(2)/theta(1); % con f=0.95; % df=ro un d(h); % delta2a1=g*pi nv(df,2); hO=1-2*theta(1)*theta(3)/(3*theta(2)A2); ca=icdf( norm,0.99,0,1); s_cl=theta(1)*(ca*sqrt(2*theta (2)*hOA2)/theta(1)+1+theta(2)*hO*(hO-1)/theta⑴人2)人(1 /h0); clear all; X1=load(D:0.m); Xtrai n=X1; Xtrain=double(Xtra in); X2=load(D:14f.m); Xtest=X2; Xtest=double(Xtest); % X1=load(D正常 br.txt); % Xtra in=X1(:,3:62); % Xtrai n=double(Xtrai n); % X2=load(D异常 br.txt); % Xtest=X2(:,3:62); % Xtest=double(Xtest); [co ntributi on ,T2,SPE,t2cl,s_cl]=PCA_model(Xtrai n,Xtest); figure x=size(Xtest,1); plot(1:x,SPE,k); hold on; plot(1:x,s_cl,r-); title(SPE); hold off; figure plot(1:x,T2,K); title(T2); hold on; plot(1:x,t2cl,r-); hold off; figure bar(c on tributi on，‘group) title(贡献图); fun cti on [Kp,T2]=tztq(ax,ay) [Nx]=size(ax); mean_X = mean( ax); a