pcares
Calculate residuals from principal component analysis.
Source Code: pcares
X = [ 7 26 6 60;
1 29 15 52;
11 56 8 20;
11 31 8 47;
7 52 6 33;
11 55 9 22;
3 71 17 6;
1 31 22 44;
2 54 18 22;
21 47 4 26;
1 40 23 34;
11 66 9 12;
10 68 8 12
];
# As we increase the number of principal components, the norm
# of the residuals matrix will decrease
r1 = pcares(X,1);
n1 = norm(r1)
r2 = pcares(X,2);
n2 = norm(r2)
r3 = pcares(X,3);
n3 = norm(r3)
r4 = pcares(X,4);
n4 = norm(r4)
n1 = 28.460
n2 = 12.201
n3 = 1.6870
n4 = 4.2168e-14
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