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From: Paul Kienzle <pkienzle@us...>  20040512 21:03:14

Update of /cvsroot/octave/octaveforge/main/statistics In directory sc8prcvs1.sourceforge.net:/tmp/cvsserv11573 Modified Files: princomp.m Log Message: use economy SVD; add tests; add warning that Tsq is not always correct Index: princomp.m =================================================================== RCS file: /cvsroot/octave/octaveforge/main/statistics/princomp.m,v retrieving revision 1.1 retrieving revision 1.2 diff u d r1.1 r1.2  princomp.m 12 May 2004 11:06:00 0000 1.1 +++ princomp.m 12 May 2004 21:03:01 0000 1.2 @@ 6,7 +6,37 @@ ## Tsq Hotelling's T^2 statistic for the transformed data function [pc,z,w,Tsq] = princomp(X) C = cov(X);  [U,D,pc] = svd(C); + [U,D,pc] = svd(C,1); if nargout>1, z = center(X)*pc; end if nargout>2, w = diag(D); end  if nargout>3, Tsq = sumsq(zscore(z),2); end + if nargout>3, Tsq = sumsq(zscore(z),2); + warning('XXX FIXME XXX Tsq return from princomp fails some tests'); + end + +%!shared pc,z,w,Tsq,m,x + +%!test +%! x=[1,2,3;2,1,3]'; +%! [pc,z,w,Tsq]=princomp(x); +%! m=[sqrt(2),sqrt(2);sqrt(2),sqrt(2);2*sqrt(2),0]/2; +%! m(:,1) = m(:,1)*sign(pc(1,1)); +%! m(:,2) = m(:,2)*sign(pc(1,2)); + +%!assert(pc,m(1:2,:),10*eps); +%!assert(z,m,10*eps); +%!assert(w,[1.5;.5],10*eps); +%!assert(Tsq,[4;4;4]/3,10*eps); + +%!test +%! x=x'; +%! [pc,z,w,Tsq]=princomp(x); +%! m=[sqrt(2),sqrt(2),0;sqrt(2),sqrt(2),0;0,0,2]/2; +%! m(:,1) = m(:,1)*sign(pc(1,1)); +%! m(:,2) = m(:,2)*sign(pc(1,2)); +%! m(:,3) = m(:,3)*sign(pc(3,3)); + +%!assert(pc,m,10*eps); +%!assert(z(:,1),m(1:2,1),10*eps); +%!assert(z(:,2:3),zeros(2),10*eps); +%!assert(w,[1;0;0],10*eps); +%!assert(Tsq,1,10*eps); 
From: Paul Kienzle <pkienzle@us...>  20040512 11:06:20

Update of /cvsroot/octave/octaveforge/main/statistics In directory sc8prcvs1.sourceforge.net:/tmp/cvsserv30776 Added Files: princomp.m Log Message: principal components calculation  NEW FILE: princomp.m  ## Compute principal components of X ## [pc,z,w,Tsq] = princomp(X) ## pc the principal components ## z the transformed data ## w the eigenvalues of the covariance matrix ## Tsq Hotelling's T^2 statistic for the transformed data function [pc,z,w,Tsq] = princomp(X) C = cov(X); [U,D,pc] = svd(C); if nargout>1, z = center(X)*pc; end if nargout>2, w = diag(D); end if nargout>3, Tsq = sumsq(zscore(z),2); end 
From: Paul Kienzle <pkienzle@us...>  20040512 08:20:38

Update of /cvsroot/octave/octaveforge/main/statistics In directory sc8prcvs1.sourceforge.net:/tmp/cvsserv30231 Modified Files: zscore.m Log Message: syntax error in prototype Index: zscore.m =================================================================== RCS file: /cvsroot/octave/octaveforge/main/statistics/zscore.m,v retrieving revision 1.2 retrieving revision 1.3 diff u d r1.2 r1.3  zscore.m 2 Apr 2004 13:21:19 0000 1.2 +++ zscore.m 12 May 2004 08:20:28 0000 1.3 @@ 18,7 +18,7 @@ ## compute the zscore of each element of X relative to the data in the ## columns of X. The zscore for a single data point x_i is: ## (x_i  mean(x))/std(x) function A = zscore(X,varargin{:}) +function A = zscore(X,varargin) if (nargin != 1 && nargin != 2) usage("zscore(X,dim)"); endif 