pca.m

PCA应用程序

function [Xmain]=PCA(X,percent)
[n,m]=size(X');
%样本数据标准化
XB = XStd(X','标准差标准化');
%零均值化
x0 = XB - ones(n,1)*mean(XB);
%主元分析
[pc,score,latent] = princomp(x0);
%主元个数选择
latent_sum=0;
block=0;
for i=1:m
    latent_sum=latent_sum+latent(i);
    if latent_sum/sum(latent) >= percent & block==0;
        kp=i;
        block=1;
    end
end
Xmain=score(:,1:kp)';