因子分析

姚安欣/factor.m

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+clc,clear,close all;
+
+%相关系数矩阵
+r=[ 1.000,0.577,0.509,0.387,0.462
+    0.577,1.000,1.599,0.389,0.322
+    0.509,0.599,1.000,0.436,0.426
+    0.387,0.389,0.436,1.000,0.523
+    0.462,0.322,0.426,0.523,1.000];
+
+[vec1,val,rate]=pcacov(r);%特征向量、特征值、贡献率
+f1=repmat(sign(sum(vec1)),size(vec1,1),1);%调整符号
+vec2=vec1.*f1;%是用  .*
+f2=repmat(sqrt(val)',size(vec2,1),1);
+a=vec2.*f2;%载荷矩阵
+a1=a(:,1);
+tcha1=diag(r-a1*a1');
+a2=a(:,[1,2]);
+tcha2=diag(r-a2*a2');
+ccha2=r-a2*a2'-diag(tcha2);
+con=cumsum(rate);
+
+
+
+
+clc,clear,close all;
+load data_mh.mat;
+[n,p]=size(x);
+%标准化
+X=zscore(x);
+
+%相关系数矩阵
+r=cov(X);
+
+[vec1,val,rate]=pcacov(r);%特征向量、特征值、贡献率
+f1=repmat(sign(sum(vec1)),size(vec1,1),1);%调整符号
+vec2=vec1.*f1;%是用  .*
+f2=repmat(sqrt(val)',size(vec2,1),1);
+a=vec2.*f2;%载荷矩阵
+a1=a(:,1);
+tcha1=diag(r-a1*a1');
+a2=a(:,[1,2]);
+tcha2=diag(r-a2*a2');
+ccha2=r-a2*a2'-diag(tcha2);
+con=cumsum(rate);
+
+