File:PcaIdea.png
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Summary[edit]
| Description | Visualize the idea of principal component analysis |
| Date | |
| Source | Own work |
| Author | Sigbert (talk) 14:28, 30 October 2009 (UTC) |
library(mvtnorm) library(MASS) set.seed(09101964) s <- matrix(c(1, 0.8, 0.8, 1), nr=2) x <- rmvnorm(20, sigma=s) x <- sweep(x, 2, apply(x, 2, mean)) d <- sqrt(x[,1]*x[,1]+x[,2]*x[,2]) pos <- which.max(d) d <- max(d) pca <- princomp(x) eqscplot(x, axes=F) mx <- apply(x, 2, mean) points(x=mx[1], y=mx[2], pch=19, cex=2) psi <- min(pca$scores[,1]) psa <- max(pca$scores[,1]) p1 <- pca$loadings[,1]*psi p2 <- pca$loadings[,1]*psa pc1 <- matrix(c(p1,p2), nc=2, byrow=T) lines(pc1, col="black", lwd=2) if (-psi>psa) p3 <- p1 else p3 <- p2 lines(x=c(mx[1],p3[1], x[pos,1], mx[1]),y=c(mx[2], p3[2], x[pos,2], mx[2]), col="red", lwd=1)
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I, the copyright holder of this work, release this work into the public domain. This applies worldwide. In some countries this may not be legally possible; if so: I grant anyone the right to use this work for any purpose, without any conditions, unless such conditions are required by law. |
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| Date/Time | Thumbnail | Dimensions | User | Comment | |
|---|---|---|---|---|---|
| current | 14:28, 30 October 2009 | | 700 × 700 (4 KB) | Sigbert (talk | contribs) | {{Information |Description=Visualize the idea of principal component analysis |Source=self-made |Date=30 Oct 2009 |Author= ~~~~ |other_versions= }} |
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