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clc , clear , format short , close all ;
load data_mh . mat ;
[ n , p ] = size ( x ) ;
%标准化
X = zscore ( x ) ;
%协方差矩阵/相关系数矩阵
R = cov ( X ) ;
[ V , D ] = eig ( R ) ; %[特征向量，特征值]
lambda = diag ( D ) ;
lambda = lambda ( end : - 1 : 1 ) ;
total_contri = sum ( lambda ) ;
cum_contri = cumsum ( lambda ) ;
contri_rate = cum_contri / total_contri ;
V1 = rot90 ( V ) ' ;
disp ( V1 ) ;
c1 = V1 ( : , 1 ) ;
c2 = V1 ( : , 2 ) ;
XX = X * c1 ;
YY = X * c2 ;
figure ;
scatter ( XX , YY , ' filled' ) ;
xlabel ( ' 第一主成分' ) ;
ylabel ( ' 第二主成分' ) ;
title ( ' 主成分得分图' ) ;
grid on ;
%散点
figure ;
scatter ( XX , YY , ' k.' ) ;
figure ;
plot ( c1 , c2 , ' o' , ' MarkerSize' , 8 , ' MarkerFaceColor' , ' b' ) ;
text ( c1 , c2 , cellstr ( num2str ( ( 1 : p ) ' ) ) , ' VerticalAlignment' , ' bottom' , ' HorizontalAlignment' , ' right' ) ;
xlabel ( ' 第一主成分' ) ;
ylabel ( ' 第二主成分' ) ;
title ( ' 主成分载荷图' ) ;
grid on ;
%主成分得分图（ ）
X = randn ( 100 , 5 ) ;
% 主成分分析
[ coeff , score , latent , tsquared , explained , mu ] = pca ( X ) ;
% 绘制前两个主成分的得分图
figure ;
scatter ( score ( : , 1 ) , score ( : , 2 ) ) ;
xlabel ( ' 第一主成分' ) ;
ylabel ( ' 第二主成分' ) ;
title ( ' 主成分得分图' ) ;
grid on ;
% 添加数据点标签
text ( score ( : , 1 ) , score ( : , 2 ) , num2str ( ( 1 : size ( score , 1 ) ) ' ) , ' FontSize' , 8 ) ;
