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);