Calulate residuals from principal component analysis
The following code
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)
Produces the following output
n1 = 28.460 n2 = 12.201 n3 = 1.6870 n4 = 2.4163e-14
Package: statistics