资 源 简 介
PCA主元分析代码，对工业控制中的应用，详细的过程描述，
load d00_te.dat;
date=d00_te;
[m,n]=size(date);
X=zscore(date);
[pp,score,latent,ts]=princomp(X);
su(1)=latent(1);
for i=2:30
su(i)=su(i-1)+latent(i);
end
i=1;
q=sum(latent(:,1));
while su(i)/q<=0.85 %存在问题sum(latent,1）求列之和
i=i+1;
end
A=i;
st1=0;
st2=0;
st3=0;
for i=A+1:n
st1=latent(i);
st2=latent(i)^2;
st3=latent(i)^3;
end
h0=1-2*st1*st3/(3*st2^2);
c1=norminv(0.95,0,1);
c2=norminv(0.99,0,1);
dt1=st1*(c1*(2*st2*h0^2)^1/2/st1+1+st2*h0*(h0-1)/(st1^2))^1/h0;
dt2=st1*(c2*(2*st2*h0^2)^1/2/st1+1+st2*h0*(h0-1)/(st1^2))^1/h0;
T1=A*(m^2-1)/(m(m-A))*finv(0.95,A,m-A);
T2=A*(m^2-1)/(m(m-A))*finv(0.99,A,m-A);
load d03_te.da
